The fact that you asked this question is already a good sign. Avoiding complacency is "piece of advice #1". There is no substitute for writing and optimizing SQL. Practical use is the best way to stay sharp, but there is a risk of a "forest for the trees" scenario, where we tend to use what is comfortable and familiar. Trying new tactics, examining new approaches, and looking for new ways to train our brains to think about sets, SQL, relational theory, and staying on top of new developments in the particular dialects we employ are all hallmarks of good SQL developers.
There are many good blogs out there these days. I work mostly in the Microsoft arena, so I like SQLTeam.com.
Usenet is a good place to hang out and make a contribution. There are many SQL-related newsgroups. Often, you will find that working on someone else's problem helps you learn a new tactic or forces you to research a dusty corner of the language that you do not encounter every day. ISPs seem destined to shut all of the Usenet down, though, because of nefarious use, so this one may be going the way of the Dodo bird.
Also, some IRC servers have a vibrant sql channels where you can make the same sort of a difference (just take a thick skin with you).
Lastly, this very website might be another place to hang, where you can read over the answers to difficult questions, see how that might apply in your own world, practice the techniques, and internalize them. Contribute too, because seeing how others vote your solutions up or down is 100% pure honest feedback.
Of course, there are many wonderful books out there, too. Anything by Celko is a winner, and on the SQL Server side, Kalen Delaney and Ron Soukup have written some winners.