To preface I'm only considering players diamond plus to be advanced and this guide is mainly centered on how to take improve yourself as a diamond plus player, but these tips may also help you at ranks below diamond.
The first thing you should do is check out a stat tracker such as Overbuff to identify your best heroes and which stats you should focus on improving. Of course stat trackers can't tell you everything you need to improve or track your game sense so don't focus too much on them.
One great tip at higher ranks is too play a couple games of quick play before you queue in competitive. This tip is intended for advanced players because it would require you to dedicate around two hours to your Overwatch sessions.
Higher SR players should also consider to watch pro games, they'll give you a better insight into the meta, positioning and they can be fun to watch. For example, all of the games from the OW world cup can be found here.