This guide is intended for players who are getting ready to start PvE raiding, or have started and are having a difficult time keeping up. Or even intermediate players who just want to improve their game. Rather than giving specific tips on class play, this guide is applies to all classes and all roles. Much of this is relevant for PvP and soloing as well, but that's not my personal area of expertise.  
 
Defining Effective Play
Effective play in a raid is doing whatever is needed to make the raid successful. All three raiding roles have desirable traits players are constantly trying to adopt. For example, these are things like quick reaction speed, strong output, and aggro management. If you try for these traits, and succeed, that's effective. If you try and don't succeed, that's ineffective.

This is different from good play, because good is a subjective word. It can mean a million things to a million people. I've met many players who are far happier to ignore conventions and play however they please. Although this kind of play may not rock the world during raids, who is to say it's bad? You define good play for yourself. Being effective is different. If the effect you want to achieve is taking down a boss as smoothly as possible, then there are specific ways to achieve just that.

That said, here are what I consider to be some key virtues of top raiders.  
 

Critical Thought                         
Critical thinking is being able to rationally look at something with the intent of improving it. Good Warcraft players must possess this skill. Countless players get defensive and put their hands over their ears when they're presented with criticism. Improving play has to be a rational process, not an emotional one. Before somebody tells you that you need to step it up, you should already know that you need to step it up, and be thinking about how.  Understand there is always room for improvement, even in the best players in the world. There is no such thing as good enough. This doesn't mean you should be discontent and pessimistic. Instead you should be excited and optimistic, always looking for the next bit of information on how to improve your play.
 
By the same token, you also need to look critically at advice you receive. Just because somebody has been playing for years does not mean their advice is going to be any good. Don't blindly listen to the first thing someone tells you. Take it under advice, compare and contrast it to other sources, and derive your own conclusion. You'd be shocked at how often friends and guild members have outdated advice they haven't bothered to check up on in the past year. Even guides should be subject to critical thought, though I encourage everyone to read up on their class. Don't accept anything as gospel unless that source has proven to be reliable after time.
 
Research Skills
One of the sad truths about World of Warcraft is that all play styles are not equal. Time and time again, I have seen players solo to endgame, jump into raids, get slaughtered, and then refuse to change how they play. Questing is forgiving. You can do whatever you want and you'll hit endgame, even if it takes half a year. Raids, even the easy WOTLK raids require you start to understand that there are more effective ways to play than others. You can't just make stuff up anymore.

Luckily, there are those who understand the mechanics of the game, and churn out the numbers regular players can use to improve their game. You'll find their information over official class forums, on class-specific websites, or on theorycrafting websites like Elitist Jerks. Their information comes in many forms, but these are the three most important:
 
Talent Builds: We all know this one. Guides written on this will usually list the top few talent builds, or perhaps what you need to know to craft your own.

Rotation: This is the order in which you cast spells to get the job done, although I think spell priority is a better.

Stat Priority: What stats you're looking to stack with regards to your class and spec. Some sites will give you stat weights, which give a point value to each stat. Spell power with worth 1, haste worth 0.67, and so forth.

At any given time, most sites will list the "best" setup for every class and spec. This'll be whatever spec/rotation/stat priority which gives you the highest output of damage or healing with regards to numbers. However, this is not gospel. Just because one spec may put out more raw dps doesn't mean it's right for you. Some talents may need to be tweaked in order to match how you play, and maybe you just have more fun with another setup. Good guides will show you how to make non-standard setups work for you.

The trick here is to understand where you stand, what you're looking to do, and what setup solves those problems for you. Most commonly, players just don't know how to crank up their output for raids and the answer is invariably using the most popular setup. If you're willing to accept you will have to work harder, and likely won't succeed at matching the output of the optimal setups, you can start playing with non-standard stuff that may be more to your tastes. Read the information, understand it and go from there. As always, employ critical thought. If all the guides say the same thing, chances are the information is tried and true, but feel free to examine it more closely. If you're thinking, you're improving.
 

Attitude

This is a constant struggle. Nearly every raid leader wants the same kind of attitude from players, and there's always a few people who refuse to play along. Here are some signs of a good raiding attitude, and how to adopt it.
Pass on loot if it's a sideways upgrade. Not only does this win you instant friends, but it lets somebody who might see the drop as a major upgrade make enormous improvements. The raid improves overall if distribution amongst regular raiders is even.

Don't use the meters as a form of competition. Damage meters are a very useful tool, but they're not to be waved around in the middle of a raid, save them for after. More on this later.

Get excited for raids. Show up early so you can be repaired and with consumables and get summoning on time. It's heart-breaking for a raid leader to hear "Oh, there's a raid? Guess I'll go."

Get your real life in order. If you're a teen, talk to parents and ensure you'll get a few hours to yourself. If you've got a kid, make sure the kid is well taken care of. Nothing earns you enemies faster than a half hour afk without warning.

Keep your cool. Even if one person is driving you nuts, or you're on the fiftieth wipe, don't freak out in the raid and make everybody else as miserable as you. If you can't handle the raid at that time, cut out and avoid drama. Morale is critical to a raid's success.

Be a mentor. If you're doing well, start sharing your information. Give the struggling raiders the tools they need in order to succeed. It's a team, and the team will advance farther if everyone is helping out.

Don't be a know-it-all. If you're brimming with advice and facts, ask people if they mind if you share what you know. Don't be hurt if they say no. Mentoring another player requires some care for that player's ego. Otherwise you come across as an arrogant jerk.

Reflexes

Reflexes are vital to effective play, especially in the vital tank and healer roles. Although some people bring straight-up better reaction times to the game, there are several ways in which you can assist your own.

• Turn with the mouse, not the keyboard. Hold down the right mouse button, flick your wrist. Now ban yourself from ever keyboard turning again. This is old hat for many players, but I'm always surprised to see how many players still don't do this.
• Keybind everything you can. Since you no longer keyboard turn, you've freed up two buttons there. Z and X really don't do anything that useful. Then you have the numbers 1-6 within easy reach. Beyond that, you have the SHIFT and CTRL keys to modify any of those buttons. All of that should easily allow you to keybind your top abilities. Although I recommend this for everybody, this is essential for tanks.
• Don't turn your nose up at addons. There's no need to load yourself down with a million of them, but some addons really do make your life easier. DPS casters and healers love Quartz, which shows you a 'red zone' of lag delay, letting you hit abilities that much earlier. Mods like MiksScrollingBattleText let you know when your cooldowns are ready so you can hit them that much earlier. As a healer, use an addon like Grid so you get the information you want as clearly and as quickly as possible. You can go without these, but if you want to crank up your reaction time some well chosen mods are a good place to start.
• If you're running on an older system, don't be scared to crank down video settings, especially in a raid. Video lag is a killer. I find the best way to reduce lag is to reduce the view distance to minimum. You never see very far in a raid environment anyway, and the difference is phenomenal.

Flexible Thought

This means being able to look at several aspects of your gameplay at once, rather than using a singular focus and blotting out all other information. The most obvious form of inflexible thinking is using damage meters to judge their overall quality of play. Damage meters are a useful tool for analyzing one aspect of your play, but don't really say anything aside from how much damage you can crank out during a fight. They don't account for your ability to manage aggro, reduce incoming damage, and coordinate with others of your class. These are just as important as your dps.

Healing meters are even worse, as they are slanted toward certain classes over others. A discipline priest who relies heavily on shields just isn't going to put out the same numbers as a shaman. Over-healing can be measured, but is obsessed about by players - even if they have no mana issues. The trick is to understand that these meters are useful, but not the be all and end all of raiding.

Flexible thinking is not just limited to meters, which are the most obvious contenders. Raid leaders and players often levy harsh judgements on certain sections of the raid, such as healers or dps without thinking of their own play. If the raid wipes, it can happen for an endless variety of reasons, but lazy or inflexible thinking leads to snap judgements on who is, or is not, doing their job. Healers could get blamed for a wipe when the dps is at fault for taking too much damage, for example. The trick is to understand every aspect of a raid and strive for objectivity, rather than defaulting to stereotype and personal bias.

Attentiveness

Inattentiveness causes more wipes than anything else I can think of. When you're in a raid, the raid is your priority and nothing else. It's very easy to allow yourself to zone out staring at a health bar, or get caught up in whispers. Get used to constantly looking around and keeping on your toes. If you find you keep zoning out and missing major queues, look to addons like MiksScrollingBattleText. Add some annoying sounds which warn you when something bad is about to happen. Alternately, you can just roll a healer. I don't think I've encountered anything in the game that requires as much concentration as healing.

Conclusion

You'll notice a general theme throughout all of this. It's really just about caring about doing better, and not letting your emotions get the better of you. When running raids, I nearly always see the same three issues keeping people from performing effectively. The first is simply being new, which is just cured with time. The second is apathy, and just being content to be a part of things. The third is when players get over emotional and proud, refusing to change the slightest thing for fear of damaging their ego.

From here, if you take what I say to heart, your first step should be securing resources on your classes. Keep in mind there are dozens, if not hundreds of good warcraft sites out there, so find one you like and get cracking. Once you have your mitts on some good guides, take a look at where you stand, and figure out what you need to improve. Set clear goals. If your output (dps/healing/tps) is poor, figure out if the issue is with your gear, rotation, or spec. Ask questions, start reading, and employ critical thought in order to filter out the information you need, and go from there. Taking the steps to becoming a really good player is not difficult, but you have to make a bit of a time investment - even if you're just browsing forums while on flight paths. With that, I bid you good luck, and happy raiding!