A question with numerous answers - all correct.
Practice is certainly key. If you want to improve, as in anything you do, you must play again and again. (Beats piano lessons!) Playing the computer (on Hard) is fine for some basics (especially improving tool and bronze times), but it doesn't simulate the multi-player environment in the least.
When you play on the zone, study the map after the game ends. Many times, you can see how your opponents and allies set up their economy, how many docks and boats they employed, where they built their forward camps, and how far they spread around the board.
Talk to everyone! Pre- and post-game chats help immensely. Most gamers, even (especially!) the experts, love to tell you how they do what they do. You can get plenty of tips this way, and you might find someone willing to co-op with you to further your understanding of the game.
The co-ops themselves can be beneficial in two ways - you can watch those more advanced progress through the game. You will have the same access and see the same things (provided you don't resign), and can take note of where they go, how many vills/boats at what times, when they get specific upgrades, what units they employ and how they use them, etc.
The flip side is have someone co-op with you, and watch what you do, and make suggestions. Either can be helpful, but the latter option can be pretty nerve-wracking the first few times you try it, w/ "Big Brother" watching.
There are PLENTY of helpful guides right here in the Heaven Academy - spend some time looking through them. Sure, AoK will be out soon, but most of the fundamental strategies will either remain applicable, or will still help you gain an understanding of the intricacies of the game. See, also, Thorfinn's strategy thread (somewhere here in the RoR forum) and www.gamersx.com for more strats, tips, and analyses.Good luck, and have fun!