I used to be sooo slow when it came to typing. Back in highschool, I was like the 2nd slowest in my class at like 40WPM! I've not recently checked my speed, but I can type stuff while looking at the TV without any effort(as I just did) How did I improve so much? Chatting with my friends online! That made a huge difference, much more than the keyboarding class I was in or any games I tried... It all just takes time and practice as others said!
Hehe, the problem with not looking at the keyboard is you get so used to this, but then you get your hand off one key and you just type loads of jibberish!