There are several online sources for those who want to learn Shogi and get better at it:

1) Search YouTube for "HIDETCHI".
An extremely comprehensive video channel about Shogi.
From the rules of the game, through exercises, showing places to play Shogi online, Shogi equipment/book stores online,
Famous mate problems, famous games, Shogi news, Shogi openings ...
Almost everything Shogi related

2) http://81dojo.com
A Shogi playing site site with an excellent interface and strong players,
Many of which are happy to help.
The only downside is that it's a flash playing site, meaning you won't be able to access it on iPhone.

3) http://www.shogidojo.com/eng/engindex.htm
Shogi club 24. Be warned - the players on this site are stronger than their rating suggest.

4) http://www.shogi.net/kakugen/
A collection of Shogi proverbs explained with examples.
Good for improving strategic and positional understanding in Shogi.

5) http://www.shogi.net/
Contains many great Shogi pages (like the one before this one)

6) http://forum.81squareuniverse.com/

ShogiUSA forum - the largest English Shogi forum.