Having one's own database

Previously I went through my games checking on public databases of grandmaster games. Although I found that a lot of their subtle moves are beyond me, hence not having a good enough plan.

I have recently started creating my own database of my previously played games on RHP and this seems to be helping tremendously in creating new plans in future games. Fritz 9 is very good at combining games in a database and showing the various lines that I have played in the past and hence improving my strategy.

Would you say this is a better approach? Are there any other techniques that I could employ to help further?

http://www.kenilworthchessclub.org/links/computers.html

The above site has links that deal with how to use computer chess programs to study and improve your game.