In no particular order...

1) Pressing seams

Pressing seams open, or just pressing them flat, makes a garment look better and hang right, and helps with linings. Irons are not just for getting wrinkles out, they are important to sewing. Press the seams as you go, also press hems, press trim, use iron to make your own trim, press collars. It makes the edges of facings and linings look nicer, and keeps your cuffs and hemmed edges nice and flat.

2) Stitch in the ditch

This is an important method not only for collar construction, but putting types of trim, large and small, on edges so as not to show a stitch line. Sometimes it doesn't matter, but if you don't want to show a stitch on top of the bias trim, or the armhole binding or cuff or whatever, stitch in the ditch.

3) Mitered corners

One of those finishing techniques that isn't necessary but adds to the neat, polished look of a garment. Easy for anyone who understands a 90 degree angle and can pin their trim nicely. Look up tutorials online, there is at least one on livejournal and a few in other places. Essentially, it is sewing the corners of trim (e.g. bias tape) with a diagonal seam to create a perfect corner without all the additional bulk of folding square corners.

4) Proper lining techniques and tricks

There are a number of sewing techniques that go into correctly lining garments and improving the overall look of the garment. Inner sleeve topstitch. Lining to create dimension. Letting the garment hang out for a couple of days so the lining sags to its limit before matching it up to the outer hem. Sewing with two different color threads. Pillowcasing. Most of these are able to be learned via patterns, or online tutorials.

5) Facings

Facings are the extra pieces that stand in for full linings in certain garments: arm hole facings on vests, front facings on button-up shirts, jackets, and vests. Occasionally, collar facings. Some patterns will teach you how to do it. Good for anything where just a half inch raw hem won't look nice, or anything that needs a tiny bit of an extra layer without a full lining.

6) Gores and seam flare

Learn by pattern or by trial and error with mockups, how to alter the shape of a seam (side seams and center back seams) to flare out a garment. For super-sized flare (e.g. flowing trenchcoats, skirts, cloaks), add in triangular shapes to the side seams. These are called "gores."

7) Proper applique

Glueing or iron-on fusing appliques is not a permanent solution - if you don't finish the edges of your applique, it will fray, look ugly, and eventually fall off. Basic methods are the satin-stitch edge (a fine zig-zag stitch around the edge of the applique piece) and/or adding a seam allowance which is folded under, so that the applique can be edge-stitched to the garment.

8) Rolled hems

Unlike a basic hem, a rolled hem is folded under twice. Budget in an additional 1/4 to 1/2 inch to your hem allowance, turn that under first, and then turn under the main hem. It hides the raw edge of your fabric and makes the hem stronger.

9) Attaching trim

There are many ways to attach trim, depending on the type of trim and your desired end result. Most of these may be found in tutorials/books or inspired by other methods (e.g. stitch in the ditch). Making your own trim/bias tape can be done, they even have tools for it. Piping usually requires a lining or facing in order to hide the raw edge. Bias tape is standard, but there are many ways of attaching it, including ways that involve leaving no visible exterior stitches.

10) Flat-felled and French seams

These are internal seam-finishing techniques that involve budgeting a little extra fabric into your seam allowance, with the result that there will be no raw edges inside your garment. There are definitely tutorials online and in sewing books. These techniques are good to use for when you don't have a serger, can't zig-zag, or otherwise need to finish a seam with a top-stitch so it lies flat. They will keep delicate fabrics from fraying and add seam strength, but are techniques that can be used at the sewer's personal preference rather than necessity.

I hope this list comes in handy for giving some ideas of what to do with your own garments, and how to improve your skills. These are all techniques that I have learned over the years, and practice on every commission that I take for a clean, professional finish. The terminology should help you search online or in books for instructions how to do some of the more complicated techniques.