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Hand History Analysis with External Tools
Many sites out there offer software to analyze your play and that of your opponents. They either draw hands from your hand history database or from a central resource.
These programs will break down every hand you've played and give you accurate stats, on everything from how often you raise before the flop to how often you check-raise.
Stats are extremely valuable when looking for leaks in your game. Often by looking at stats and studying you'll be able determine that you have been calling too much from out of position or not value betting enough.
You'll also be able to more accurately determine your opponent's range by looking at stats. You know how you play yourself, and if you know your own stats, you can look at your opponents' and draw conclusions based on the differences between their stats and yours.
Say you raise 13% of the time, and your opponent raises 10% of the time. Think about your 13% raising range and drop the bottom 3% - that should give you a fairly accurate idea as to what he is raising with.
The best poker-tracking software programs that go by your own gathered hand histories are Hold'em Manager and PokerTracker.
The best centralized data-tracking software programs are Poker Crusher and Poker-Edge.
For more information about important stats to look at, navigate over to Seven Key Poker Stats Explained.