Argh...I am terrible when it comes to SWF because I am lazy. I posted a thread about light shielding, but I can't find it. It talks about the Marth killer even XD
Anyways, I think there are two important things to remember. Learn how to practice (which is different for many people). The advanced techs can be daunting but after about six months I was doing most of them just fine and now some of it I do without thinking (a year later). This probably is because I have nobody here to play, but hopefully I can fix that. Dolphin netplay is a good way to get better if you have a computer that can handle it. There is an adapter that allows you to use a Gamecube controller (which is what I need money for).
The second thing is don't burn yourself out. I love this game as much as the next guy, but practice sessions that you aren't really feeling up to can set you back by causing old habits to resurface. It still happens to me sometimes. But I just realized there is a third thing.
Do not get discouraged when you lose (because it will happen). The only person allowed to get discouraged is Hungrybox. Let's face it, sadbox is a staple of the community, but I do want him to win sometime XD. In any case, the goal of each match should be to learn something, especially at this stage. In a match, I recommend doing only what you know you can do rather than trying new stuff so you can solidify what you have worked on up to that point (which, of course, does not apply if it is something you almost must have a person to face to work on). That way you can see progress, see what went wrong, and learn how to improve (whether from playing and observing or from the person being as blunt as the CrimsonBlur).