Ask friends and other dance students to recommend teachers, classes or videos. Check ads in places like the "Village Voice" or "Backstage" if you're in New York or Los Angeles. Jazz dance students in other cities should consult the classified ads in their alt-weekly or their adult learning center.
Stretch before your first lesson! Always warm-up with appropriate exercises, especially if you haven't taken a dance lesson in a long time. Yoga exercises are good for loosening stiff joints and giving your body the flexibility it will need for jazz dancing.
Practice the basic steps you've learned in class. Set aside a certain amount of time per week for practice. Your teacher can show you the steps and give you pointers on technique, but practice makes perfect.
Consider a workshop at Dance New Amsterdam (DNA) in Manhattan or another professional level course. Even if you're not quite at pro level yet, the technique and inspiration you'll get from your teachers there will improve your skills tremendously.
Study the jazz dance steps of James Robey and the choreography of Susan Stroman and former Bob Fosse dancer Graciela Daniele to learn more about great jazz dance steps.