As quite a few of you will be new to SF4, I'm going to list a few useful sites that will hasten your progression. The quickest way to pick up new tricks is usually to watch tournament videos for your character on YouTube and see what useful tricks that player is using which you've yet to implement into your tactics.
Event Hubs - http://www.eventhubs.com
Very useful for newbies since they have guides on nearly anything a newbie will want to know about. If you're not watching gameplay videos, you should be reading their guides. I mainly go here to get character information like combos and what not.
Street Fighter Dojo - http://streetfighterdojo.com
A compilation of SF4 match videos, but you can actually select which two characters you want to see fight and then it will list all related videos of top level players using that character in a match. It's worth seeing matches for every character because even though you may find a certain character to suck, you'd be amazed how they perform when in the hands of an advanced player.
Shoryuken & Neo Empire - http://www.shoryuken.com & http://www.neoempire.com
Shoryuken is the biggest fighting game community online, however they are based in America so I tend to visit Neo Empire which is a UK community and probably the second largest fighting game site out there. These places are useful for the forums since browsing the discussions about your character can earn you some new information you may not have known. It's also a great place to get advice from other players.
Train hard so you can defeat Sheng Long to stand a chance.