How did you learn how to write? Or maybe the better question is, how did you hone your writing skills?
For me, it started at the library. See, I'd written a Star Trek fanfiction, realized I could never sell it, and wanted to learn how to create worlds of my own, so I traipsed about a mile to the downtown San Diego library and returned with a backpack full of writing booksto pore over.
Book learning is one of the cheaper ways to learn to write, but writers can't write in a vacuum. Critique is invaluable; trust me, you can't find all of your own mistakes, and talent alone will only get you so far. Moreover--critiquing the work of others helps you refine your own writing. Plenty of professional authors I know still get together and critique each other. Here are a few of the genre-friendly ways I know to find people to read your work.
Don't feel like leaving the house? There are online critique groups. I spent some time with the Online Writer's Workshop for Science Fiction and Fantasy , which does have a yearly fee, but gives you a chance to read the work of others and have your own work looked at. Generally, you can post up to three excerpts and you earn points when you critique other pieces, which allows you to post more. They have an ever-expanding list of participants that went on to get published. A similar workshop is Critters, which I've also heard good things about.
There are also plenty of options of face-to-face critique groups, anything from a local group that meets from time to time to paid, professionally run workshops. Mileage on local groups can vary, anything from newbie writers to pro writers. It often works well to have varied levels of writers. You need to find people better than you so you can learn, otherwise your writing can get stagnant. If the group keeps saying the same things, or no one ever moves on or gets published, it's time to leave.
For a fairly inexpensive option, try looking at your local community college. I had some wonderful good luck with mine, and it gave me the chance to put my writing in front of a whole class for the first time (Eeek! Scary!) and get feedback as well as learning basic writing skills and story structure. Most of them are open to any genre. If it weren't for that class, I wouldn't have written the stories which got me into Clarion.
There is a huge, ongoing debate about whether or not college degrees are worth it, especially for genre folks. Some MFA programs snub their noses at genre. Others, like Seton Hill University's Writing Popular Fiction program, embrace it with open arms (including Romance!) I received a degree from there (an MA, they added the "F" last year) and enjoyed the teaching, the practical, useful classes on how to write, submit, do query letters and more. It's low-residency, which means two week-long visits a year plus online work and critiques with a pro writer mentor and two or three classmates. A similar program is at Stonecoast, which also has pro SF/F writing mentors.
Then there are the "boot camp" style workshops. There's Clarion (formerly in Michigan, now in San Diego,) Clarion West in Seattle, and Odyssey in New Hampshire, all six-week long workshops in which students generally write a story a week, learn about craft, and get feedback from professional SF/F authors. For those in Australia or thereabouts, there is also Clarion South.
There are shorter paid SF/F workshops. Think two weeks in the mountains of Taos, New Mexico sounds like a great writing atmosphere? It is! Taos Toolbox is run by SF author Walter Jon Williams along with a guest author and lecturer, and is geared toward novels rather than short stories and is for more advanced writers. How about a week in Martha's Vineyard hanging with editors and pro authors? Try Viable Paradise. If you're part of the LGBT community, you might try the Lambda Literary Retreat for Emerging LGBT Voices. They take any genre, have fabulous authors running the workshops (Nicola Griffith for fiction last year, woohoo!) and guest lecturers.
Several Science Fiction and Fantasy conventions also have writing workshops as part of the convention. For instance, WorldCon, the largest, traveling SF/F con, has a workshop. You have to pay the con fee, but you get to submit a piece of writing to a workshop with a pro author, a newly pro author, and three other workshop attendees. This year the con is in Reno, next year, Chicago, and likely London a few years from now. Check your local SF/F con. If they don't have a workshop, it can still be worth it to go to a con and meet pro authors, listen to panels, and go to the parties and chat with the authors and other attendees on an informal basis.
However you choose to get feedback and improve your skills, there is another benefit to workshops and groups--connections. You get to find fellow writers and hopefully continue a relationship with someone who understands your work and wants to help you with it. You meet pro authors, who can introduce you to other pro authors and editors and agents. And, more importantly, you have friends to cheer you on and lift you up when you need it.
Good luck, however you choose to learn, and may you always keep improving.