There are lot of Tsume problem sites in Japanese. Almost all the professional players say solving a lot of tsume problems is a good way to improve your shogi strength. I am giving you one story about 3 crown Habu. He showed up in a TV interview this year. The female interviewer asked him to show the inside of his bag. He disclosed it and there was the latest magazine of Tsume Shogi Paradise which specialized in Tsumeshogi. Even top players usually brings tsumeshogi problems with him to solve Tsumeshogi at any vacant time to keep or improve their skill in the endgame. Why don't you give it a try to solve tsume problems frequently?
I'm inserting here the tsume practices I published in this blog. It's easier than most of the problems which are available on Internet(Added on February 2, 2008).
Take & Drop - 3 move tsume practice - There are forty problems. You will unconciously learn that you may drop a piece effectively soon after you take it through solving them. Repeating to solve them until you solves all of them without fail is recommended. (Added on February 2 2008).
Atamakin Tsume Practice - There are twenty-four problems. "Atamakin" is a basic mating shape of dropping a Gold in front of the opponent's King. You can learn how to mate using the tactical Atamakin move through solving these problems repeatedly.(Added on April 17 2008)
Easy Tsumeshogi Problem for Beginners - One-move and three-move tsume only.(Added on October 6 2008, Link changed on November 17 2008)
Here is my recommendation of Tsume websites. Although they are written in Japanese, I think it will be no problem to recognize and think about the problems. All the pages are recommended to see with your browser set Japanese as encode setting.
1 move tsume problems at shogitown.com - It's very basic and suitable for beginners. Go to the page and the click the latter half of the twelve links in a horizontal line in the middle of the page first, as the author recommends to do so since the latter half of the links are easier to solve. Each link contains 4 to 5 one move tsume problems. You can see the answer page by clicking the link under the problem diagram at the bottom of the problem page.
3 move tsume problems at shogitown.com - It's also suitable for beginners. If you see the 1 move tsume problems above a bit easy, then this link is for you. Go to the linked page and click any of the links. Then you can find some 3 move tsume problem diagrams there. Clicking the link at the bottom of each page of the problem diagrams will bring you the answer page.
5 move tsume problems at shogitown.com - It's also suitable for beginners. If you come to feel the 3 move tsume problems above a bit easy, then this link is for you. Go to the linked page and click any of the links. Then you can find some 5 move tsume problem diagrams there. Clicking the link at the bottom of each page of the problem diagrams will bring you the answer page.
森信雄の日々入門詰将棋(Mori Nobuo no Hibi Nyumon Tsumeshogi) - The author is professional 6 dan, Nobuo Mori. I think it's for intermediates although the author says it is beginner/entry level problems. He uploads a few new problems almost daily.
森信雄の日々詰将棋(Mori Nobuo no Hibi Tsumeshogi) - It is maintained by the same author as above. It's for dan players. He uploads a new problem almost daily. Here is the link to the picture of Mori 6 dan in NSR website for your reference.
実践の１手詰（全100問）(100 one move tsume problems extracted from real games at shogizanmai.com) - It is for beginners. I think it's good for the beginners to graduate 3 move tsume problems at shogitown shown above. Java-capable browser is required to see the pages. The problem diagrams are created in 詰将棋盤(in Japanese). The replayable answer diagrams are created in ES将棋（in Japanese site). Click the links of 解答例 under the problem diagram in each page to go to the answer page. 実践の３手詰め（全１００問）(100 three move tsume problems extracted from real games at shogizanmai.com) - It is for beginners/intermediates. Java-capable browser is required to see the pages. The page operation is the same as above.
(Unfortunately, I found that Shogizanmai.com which had lots of good tsume problems is missing. So the links below are no longer valid. (April 17 2008).
In addition to this page, please refer to Basic shogi information in English available on Internet(2) for tsumeshogi pages written in English.