Well for Street Fighter, I have most moves down.
I played SFII as a kid, and when I was older I had Street Fighter Alpha 3 on the PSX.
I remember I used to sit down in training mode, and doing all the moves for all the characters.
Though to be honest, I only ever really played as Ryu and Dan! XD
So I can pull of a quarter circle, zmotion and hold fairly effectively without thought.
As for the other stuff, I guess I trial, play against the AI, gradually increasing the difficulty, then get demolished online for a bit, until I go off and do something else.
I'm an OK player. Could be really good, but I play for fun really.
I don't like trying to memorise long combos, tending to stick to basic 3-4 hit combos, and play mind games with my opponent.
Needless to say it doesn't work very well...
EDIT: I didn't do so badly on Soul Calibur 5 as Mitsurugi (No Talim in 5

).
Again. Its more about learning how to manipulate my opponent, and playing a more balanced character like Mitsurugi to start helps you learn how other characters play out.
(Likewise in something like say, Skullgirls, I played arcade mode with the coolest characters I saw. Then the others. I ended up with a feel for Painwheel, Peacock, and Ms. Fortune.
In Blazblue I ended up getting comfortable with Taokaka.)