I probably learned the most from watching/hosting some of the streams for the livestreamed tournaments we do each week. Simply hearing other talented players talk about the games has given me insight I wouldn't have had otherwise. See http://warlight.net/Forum/Thread?ThreadID=12813
for more info.
I think dead piggy has a good point. Playing games and analyzing your mistakes is the best way you can improve. So joining a good clan *can* be helpful in that you can more easily play better players, and you can get access to higher quality tournaments and games (which has a domino effect as you get on more players' invite lists). But you can also do this without being a part of a clan... for instance, have you played the ladders?
If I were you I would pay attention to the clan affiliations of the people you're playing, and if their skill level matches yours well enough, and if you like them, maybe ask about joining. Try before you buy, so to speak. :)