I used to, but now it's to the point where I actually prefer my own cooking to restaurants. Mine is also healthier -- instead of a cup of heavy cream in my chicken tikka masala, I use a cup of yoghurt and save 600 calories, for example.
A few things have really helped me improve my Indian cooking, though. I buy my spices at the Indian grocery store (cumin, coriander, turmeric, hot red chilli powder, garam masala, red dried chilli peppers are my mainstays; also use saffron, cinnamon stick, cloves, green and black cardamom, star anise, mustard and cumin seeds for some recipes). Compared to your typical chain grocery store they are much cheaper, and also seem a lot fresher.
I use ghee (clarified butter) for cooking the onions, it provides a texture and "mouth-feel" that can't really be duplicated.
I always use as many fresh ingredients as I can (garlic, ginger, onions, tomatoes and chillies when in season, limes, cilantro).
The actual cooking method is pretty simple. Heat up your ghee; add thin-sliced onions and cook over medium-high heat for about 10 minutes, stirring frequently. You're going for a golden brown, caramelized look. Add diced garlic and ginger, cook for a few more minutes. Then add your spices (note, I prefer ground spices to whole spices because I don't like picking chunks out of my teeth when eating) and cook for another minute or two -- you will smell them getting nice and fragrant.
Then you add your tomatoes and chillies and simmer for about 15 minutes. For chicken tikka masala, I then put the mixture in a blender, add fresh lime juice, and pulse it until it's smooth; then put it back in the pot.
If I'm doing it up fancy, I marinate the chicken and broil it -- if not, I just fry up cut-up pieces of chicken in a skillet. Note, you will have much better results with chicken thighs than breasts. The dark meat has a richer taste.
Add the cooked chicken to the pot of curry, and add your heavy cream (or yoghurt), and a big handful of chopped cilantro. Put the lid on and simmer for another half-hour or so. A lot of people like to add a little more cilantro at the very end, and also a teaspoon of garam masala a few minutes before you're finished cooking.
Mainly, I'd say experiment, go read a bunch of recipes and/or cookbooks, and have fun!