I like the idea of just dropping into a random writing circle or posting my writing on forums to get feedback. It's a great way to hear new viewpoints and opinions after you've become sick and tired of staring at the same Word document for weeks, even months. However, I think if a person is able to find a small group of people to workshop consistently with, it improves his or her writing so much more. Once again, I think it's the sense of community that can help a writer's talent thrive. If you're comfortable with the people you workshop with, you may be more willing to be experimental, to try something completely new from the norm, or to be honest with yourself. In addition, both your group's feedback to you and your feedback to the group will be much more useful as no one will be shy about saying exactly what they think about the story.
Now, I'll also take this time to address receiving feedback from non-writerly folks. All feedback is good! BUT, sometimes those people who read your stuff will not provide helpful information. For instance, family or friends may want to shield you from getting your feelings hurt and will only praise and not critique your work. That is helpful for confidence, but not necessarily with the writing on a large scale. I've had lots of experience with this and if you find yourself in a similar situation (longing to hear what you can improve on and not just what you do well), the solution is simple. Tell them that, although hearing praise is great, you want them to be 100% honest with feedback. It may take a couple of times of reminding or coaxing the information out of them, but it'll be worth it and eventually they'll remember. But make sure you tell them to give constructive criticism, not complaints. On another note, some may give back only negative feedback. That's more helpful than all positive, but still isn't great. I think that writer's need to hear both the good and bad, that way they know what to improve on but aren't discouraged from trying again. The go is delicate and hearing constantly what you suck at isn't going to make you eager to try improving your skills.
All in all, I think also that having feedback from writers and non-writers in essential. Writer friends can offer help and new ideas, as well as pick up on those small but important details that need to be changed. On the other hand, non-writers are very important because they represent your potential audience. They are the people that can tell you when they were bored, what they remember, and what they wished there was more of.
If you can find a physical writer's workshop you can join in on, that is the best. But, online forums are also helpful and perhaps you and a few others can form an internet based writer's circle. Get creative and, mot importantly, get people to read your stuff and give feedback!