My biggest weakness with proofreading is that I simply miss stuff. When writing I spend a reasonable amount of time rephrasing so that everything flows nicely. But then I get left with all sorts of weirdness left over from my method of editing, and I guess from trying not to get too bogged down in the details. I also have a tendency to not really look at what I have written, because I've seen it so many times (or have I?)
I think the key is to have a break of a day or two between writing something and proof reading. That way you are both less emotionally invested and also you are more likely to look at your work in a fresh way. If its just some essay for school/uni that you don't much care about, then just get someone else to proof read. As long as they understand what you are saying, it is good enough right?
With the right person/group for feedback and suggestions, you can usually smooth out your writing pretty quickly with this method.
But if it is something you care about (especially if it is going to be published in some way), you should always give it a few days before proof reading it again. (and perhaps again if it is to be published)
The English language provides a huge amount of freedom for expressing ourselves and this can also be a double edged sword in terms of how easy it can be to mess things up. There are a lot of ways to mess it up as I said. My favourite example when people try to be too clever with aureate language (or ostentatious erudition if you prefer). Writers who forget that the need to look up a word in a dictionary really upsets the flow of the piece. At the same time, it doesn't need to be perfect, merely good enough to effectively transmit our ideas. If it did, I'd probably have to cry every time I wrote something.
I'm sure you've seen bad examples of writing that ended up being published anyway. From scientific articles, philosophy, fiction, to journalism, I frequently see badly written shit. So if you are halfway decent at writing, you are already better than those people right?
I found this link in Google and it's probably helpful, although I haven't really read it yet:
http://www.unc.edu/depts/wcweb/handouts/proofread.html