Andy Pierce: How about watching more skilled players playing each other? I'm not talking about pros but just people three or four stronger than you are. I 'think' this is useful anyway, but if I can be convinced otherwise I'll stop wasting my time doing this. There seem to be certain discrete classes of overplays and mistakes that are made at any given level. Watching slightly better players shows those mistakes for what they are and how they get punished. If you just study pro games, you never get to see these basic errors (and the correct responses to them).
Anon: I think this is the basic idea behind for example AlexandreDinerchtein's commented KGS games. These are useful for amateurs to study because the amateur's games contain more basic mistakes than in pro games --- mistakes an amateur player is more likely to make. But, there is a difference between reading a pro's comments and just watching the game yourself: it is quite likely that you will not realize many of the mistakes made, and further more that you risk picking up these bad habits.
Bill: When I was a beginner, a friend took me to kibitz professional games. (I'm sure you couldn't do that these days, with pros and amateurs playing in the same building, but then you had to walk a couple of kilometers from the train station to the playing site.) I tried to guess the next play, and was forced to think several minutes about the moves. If I guessed wrong, I tried to figure out why. I think that the experience was very helpful to my progress in go.