It seems obvious enough, but trying hard to not lose my ball has helped me improve my game lately. It has forced me to play more conservatively, which for my skill level, makes a big difference. Even if I have to take an extra stroke to get to the green, at least I didn't rack up a bunch of penalty strokes that results in a "blow up" hole. Also, the more I keep the ball in play, the more my confidence goes up. I'm also not sure that I recorded all of the penalty strokes that I should have previously, so my stroke count is way more accurate this way.
I just completed my first round without losing a ball yesterday and it felt great. With this style of play, I now have a solid baseline that I can build from.