Let’s start with exactly what practice is for. We practice to train, acquire, or polish a new skill. In golf this might mean to be able to play a new shot (higher, lower etc.), or to reduce the amount of movement our golf ball makes in the air (slice, hook), we might even need to alter our swing due to an injury or to help us play with less pain.
Firstly, how do we know what it is we are going to practice?
The game of golf is made up of so many components, each of which is important to our overall performance. Do we need to learn to play that high soft lob shot, or is it to hole more putts from inside 10 feet? Whatever the goal we have for improving our score, what we first need to do is assess what are our strengths and weaknesses. If we can identify the areas of the game that are our weakest, those are the areas we will get the most amount of improvement and therefore the greatest benefit to our scores. The best way to identify what are your strengths and weaknesses is with your local PGA professional. He/she will be able to quickly identify the components of your game that will give the largest benefit to your scores.
Once you know the areas of your game you are going to work on, it is time to begin practicing. Start by setting a goal for your session, it might be to ensure your set-up posture is sound, or improving your putting set-up. Your practice session should only be as long as you can focus on the task without getting to distracted, so probably no more than an hour and no more than about 60 balls. To see improvement your practice needs to be consistent. Once you have identified the areas of improvement for you, stick with those and you will see better consistency.
Finally, one of the best ways to practice is to actually get out on the golf course. Practice all those shots that concern you in the Saturday competition and spend a little extra time hitting a couple of shots off that tee that always gives you trouble. If you can hit some good shots in practice, this will give you greater confidence when you play your competitive rounds.