I believe one of the best ways to improve your golf swing is to train with a weighted club.
Training with a weighted club sends a stronger signal to the brain, and helps you ingrain better positions throughout the golf swing, particularly the back swing.
The Momentus Swing Trainer Iron with Training Grip (Right Hand) is an excellent training aid for improving your swing. In particular, I like this type of weighted club since it also helps with the proper grip.
In the video below, I present more thoughts on improving your golf swing with this training aid.