The there are many ways to improve language skills. First, read...read...read! Language, and language skills, can be improved by reading. But, you must be careful. Only use texts that exemplify proper grammar and terminology. Second, listen to speeches. Many publicized speeches have been "through the ringer" when it comes to correcting the text for errors. Third, like posts 2 and 3 state, practice good language skills. Do not speak using slang, foul, or profane language. Lastly, (and this is going to turn a lot of people against me!!!) Text messages need to be sent using proper grammatical language.
I agree with pohnpei. The best way to improve our skill in any area is to practice it. Practice, however, does not make perfect. Perfect practice makes perfect. That means that you must practice it correctly. Practice it in conversation, in writing, in studying. Make sure that you make a conscientious effort to do all of these things in a formally, correct way. Informal usage of language breeds lazy, incorrect use of language.
If you are talking about foreign languages, the only way to improve is to use the language as much as possible.
I am able to speak two foreign languages either fluently or quite well. In both cases, my proficiency has come from using the languages a great deal. With one language, all my friends spoke the language and so I had to learn it. With the other, I have had to do things like reading books in the language, watching TV shows and movies in it, and speaking to people in it as much as I can. This is the only real way, in my opinion, to significantly improve one's skills in a foreign language.