I'm a Go player. Reviewing pro games, solving Tsume-go problems and playing a lot of games are the main part of self-study at the game of Go. Besides this classical approach of self-study, we may also take advantage of military strategies, especially Chinese military classics. Although these strategies were used in wars in the past and still now, they could also be used in our daily life. You may find hundreds of books written related to military strategies and other subjects such as "The Art of War for Managers", "Sun Tzu and The Art of Business".
Nowadays, I'm reading the books "The thirty-six stratagems applied to Go" and "Sun Tzu – The Art of War" and "Sun Bin – The Art of War". I understood that while using the classical methods for self-study, thinking on Chinese strategies and trying to apply them on board can get richer my thinking.
For example, One of the stratagem in 36 Stratagems "Besiege Wei to Rescue Zhao" is a brilliant strategy that could be applied to many fields!
It teaches, instead of using all power for a direct attack, try to split the power of an enemy (or an opponent in games) and then attack these smaller groups is more calculable and mostly achieves a victory.
It also teaches us to think different, out of the box.
– "Which weakness of mine does it fill or attack to my opponent in order to get a benefit?".