Personnally my main practice has been to solve as many katas as I could, starting with the easiest ones. This way you practice basic things, increase your logic sense, and maybe the most important, you also learn some efficient techniques from other's solutions, and then get able to use them in different situations.
You can read about algorithmics too, it cannot be bad :)

With practice one sees better how to limit bruteforce approach and go to the strictly necessary.