As an artist you inevitably end up placing your work into either competitive or critique situations. This happens when you submit work to art shows, stock agencies and/or galleries. Getting critiqued or having your work judged can take some getting used to. One good way to get some experience handling critiques is to join a photography club. Photography clubs generally provide many opportunities to have you work judged and/or critiqued (my club has both a competition night and a critique night once a month). Having your work critiqued or judged in a club setting can prepare you mentally and emotionally for the critiques that come when you are marketing your work. Clubs are also good place to meet other photographers, get inspired by what they are doing or find out about new places to shoot.
In choosing a photography club (if you have a choice) you might have to visit a couple to decide where you want to stay. If you are to get critiques that you will accept, you need to respect/like the work of those critiquing you. So keep that in mind if you are joining a club for that purpose.
One last note, while winning competitions can be fun. Don't let it drive your shooting. Be true to what you like and use the critiques to hone YOUR work. Besides, when you make a sale, you really win!
The blog image (HDR image entitled "Train to Oz") is one I just recently submitted in a club competition. While it didn't win, it did well. There was some pretty stiff competition. Another image I submitted (seen in a previous blog) did win in the category completion.