Examine how you solved problems in the past. Determine what did and didn't work. Note which assessments led to bad decisions and faulty resolutions. Write down where your greatest areas of weakness are -- focus on those first. For instance, if you relied too much on the outside advice of friends, make an effort to be more independent when solving your next problem.
Consider the probable long-term outcome of each decision. Think of how choosing road "a" instead of road "b" will affect things in the months or years to come. Don't focus on unpleasant short-term consequences, unless they are unsafe or unbearable. The more competent decisions you make in the short-term, the better your long term future will be.
Think carefully about how to solve problems, but don't take too long. Often the instinctive answer is the correct one for reasons not fully understood. Agonizing and deliberating over what to do (unless you are using the time to think coolly and objectively about the problem) will not help you come up with a better solution. Set a time limit as to how long you will take to solve the problem (barring unforeseen circumstances) and stick to it.
Know whom to go to for advice. Sometimes, part of problem-solving involves relying on the experts. Determine in advance who in your personal life or career can be relied upon to dispense practical, concrete suggestions that will benefit you. Ignore those who have routinely given you bad advice in the past or do not have the background and knowledge you need to solve the problem.