If you get the concepts and can slowly do the problems, it likely means you need to work on "internalizing" what you know, or teaching your type 1 systems (instincts) to direct your type 2 systems (thoughtful logic) to look in more fruitful directions earlier. The only way I know to really get good at this is practice, preferably with the involvement of other people who you can race with and against (and who can show you where you're going wrong when you spend time on a bad path).

Finding people doing topcoder or other programming/puzzle contests would likely make short work of this.