I am not a very experienced lucid dreamer, however, I can say with firm conviction (and a good deal of evidence to back it up) that lucid dreaming is indeed a skill that you can get continually better at. At one point will you have a LD everynight? Maybe not, but there are a few posters on DV that seem to have 4 - 5 LD's a week (If you want to acheive this, be prepared to invest a lot of your time learning and practicing).
There will always be something to improve upon ofcourse, but for the most part, yes, LDing is very much a hobby that you will become ever more skillful at if you work at it.