I now play sand volleyball and tennis regularly now. Tennis I've been playing on average twice per week since November of last year, I'm not super awesome yet, but I have gotten a lot better, since I started playing at least once a week. Three months ago, I would play tennis at meetups, and lose pretty much all my games. Now I win about half of the tennis matches I play. I can now return a lot of really hard serves, and I've had other players comment on how much I have improved. And this is in only a three month time period.
When I first started stand up comedy, I bombed... a lot. I really had no idea how bad I was until I did a set in front of people who hadn't seen me perform in years. Afterwards, they would tell me. "Wow you're really funny now! You used to really suck!" Of course they wouldn't tell me to my face that I sucked back then. Sometimes I wish they would have... I might have stopped doing stand up entirely, and saved myself a lot of money spent on alcohol.
I got better at stand up comedy and sports by practicing what I wanted to get better at least once per week. The problem is getting through the beginning stages. You're going to suck really bad for a while. Don't get discouraged and quit during this phase... it is very important that you don't. Just keep at it, and make it your main goal to suck less and less each week.
Unless of course your goal is to be a prostitute...