I agree with you in general. I think that people who deserve to be labelled "intelligent" are those who can look at what they've got, decide where they need to go (ie. understand) and take a flexible approach in determining the most appropriate solution. As far as I can tell, the best training for this is A) symbolic logic, as has been recommended, B) Empiricism and the Scientific Method, and C) Training in General Semantics, which will elucidate the role of language in your conception of the world. In addition, as you said, general Thought-exercise in areas you wish to become proficient. Personally, I think that every person ought to learn such a curriculum as part of standard schooling, and be given ample opportunity to exercise their own understanding. The other general techniques which help are our information-acquisition strategies and our understanding of memory-- which is where things like PRing ALS, etc might come into the picture.
Many other facets of intelligence and cognition can be developed but the above is a good grounding for any serious thinker.