One of the difficulties is knowing just what is going on. This is true of life in the fullest sense of the word and knowing what is going on in artland.
e-flux offers a email subscription which will crowd your inbox with interesting shows around the planet. Mostly centred around Europe, and to a lessor extent, the US, it gives a reasonable and easy to consume picture of who's who in the global art world. Its a good way of keeping track as to who is showing at the some major and some less obvious but still very credible venues, and what their new work is like. Because it is fairly global, and some times off the beaten track it gives a nice rounded picture. ArtUpdate offers an infrequent (I think monthly) listing of contemporary art shows. Unlike e-flux, It doesn't gives you images to look at but is a good survey of NY, London and some of the bigger western european cities concentrating on galleries rather than museums. Even more locally, DKS gives a continuously updated list of what is happening in NYC, and offers smaller galleries a place (most obviously the less glamourous but often very interesting Brooklyn/Williamsburg flock).

A slightly divergent but worthwhile mention is the email service of photo-eye, which sends pretty emails weekly with images and new work from the broader world of photography.