Meditation! Meditation Meditation Meditation!
And the one every one hates me for saying: seclusion - and I don't mean temporary seclusion.
Meditation can be helpful in that it quiets the mind, and allows it to develop discipline. Once this inner stillness is learned, the mind can focus in a less distracted manner on what questions it has and learn the internal answer.
Journaling of course because it helps to release the subconscious by activating the creative. It is important to do this regularly, as I'm sure every one has heard at least one Creative Writing or English Teacher, or published writers urge. Even if all you can write is "I don't know what to write" over and over again. It encourages the habit and makes it easier in time.
The most I have ever learned about myself was when I was secluded. Of course I had people around me, but I was living in a place where I had no friends, very little work, and a lot of time to my self. For four years I was living like this, and it allowed me the ability to examine myself, to understand my way of thinking. I began to ask why I was feeling whatever feeling that was being felt in the moment. I would ask how I felt about feeling that feeling, and if it was reasonable or fair. I would question things from different angles. It was a very amazing experience to look back on - long and lonely, yes, but an experience I wouldn't give up on. The seclusion is important because it allows for less distraction of social demands. I try and get back into some of my old habits from when I was living in this place, but now I have lots of friends, a full work schedule, I live closer to family - and where I live is fun! As a result, I am very busy, and find myself either to exhausted to practice old meditative habits, or just without any time!
Another option too is divination. I-Ching and Tarot are the two I recommend. I have more experience personally with the latter than the former, but both have been quite effective in giving me the answers that were buried too deep within me to hear.