At first this may sound like a generalization to improving one's golf game, but speaking from experience I would say these four steps are vital.
Step 1. Evaluating your swing
The vast majority of tour players have instructors to turn to when things begin going wrong. The reason is simple: They can't see themselves and even if they could an experienced and competent teacher is better suited to evaluate the video. Weekend amateurs are certainly no exception to this. Locate a PGA Professional in your area and let him determine what is causing your shot problems, and develop a personal plan to help you correct your swing faults. This way your practice time becomes productive rather than further ingraining the same flaws.
Step 2. Short Game
The fact is whether your handicap is 2 or 32 approximately 65% of your strokes during a round of golf are from inside 70 yards. Again let your PGA Professional help you learn the proper techniques for less than full approach shots, bunker shots, chipping and putting. Then agree to devote two thirds of your practice time to the short game. This is the quickest way to lower your scores.
Step 3. Properly Fitted Equipment
We all have heard the saying, "It's not the arrow, but the Indian", but I can assure you if you're playing with antiquated or ill fitted equipment you're at a distinct disadvantage. Modern day equipment is light years ahead in terms of game improvement design and forgiveness. All major manufacturers now offer custom fitted equipment for the masses. Locate a PGA Professional that offers custom fitted equipment and make an appointment. You wouldn't buy a suit off the rack without trying it on, nor should you invest in new equipment with being custom fit.
Step 4. Course Management / Rules
Even if you could hit it like Jack Nicklaus you would still have to learn to think like him. Make an appointment with your PGA Professional for a 9 hole playing lesson. Not only will this give him an opportunity to evaluate your ball striking, but your decision making as well. I often see weekend players make a big number on a hole not because of a bad tee shot, but because of a bad decision on the following shot. Your professional can help you improve your decision making, strategy and course management skills.
Believe it or not the rules of golf are not designed to penalize a player, but rather to explain the options when in a particular situation. Knowing the basic rules makes the game more enjoyable and will often save you strokes as well as time when on the course. "The New Rules of Golf" by Tom Watson and Frank Hannigan is an excellent book with plenty of photographs and diagrams making the rules easier to understand.