I've learned a lot by watching pro players on youtube. As you watch matches you have to try to think about why they do certain moves and why they choose certain spacing.
I like to play as Dhalsim, so I search for Filipino Champ and Arturo Sanchez matches on youtube. If the matches are from a tournament, sometimes you can get some insightful commentary too.
Shoryuken has character specific forums that have tons of information. You should be able to find links to match videos there.
I also recommend
http://www.youtube.com/crosscountertv. They run a few youtube shows called Cross Counter, Excellent Adventures, and Marvelous Adventures. Cross Counter is about analyzing matches, Excellent Adventures is about trolling xbox live (it's really funny, especially when they lose), and Marvelous Adventures is about one of the guys trying to learn MvC3.