There are several ways to look into your game through Holdem manager (in my case). Here is what I recommend:

1) Look spots where you are losing money and use filters to identify similar situations.
2) General stats check every now and then (there are tons of articles about it)
3) After your sessions, look into the hands that you lost more and you won more and think how could you have played it better.
4) Other thing that I like very much to do and that works is to filter hands that went to showdown (not all in pre flop preferably) but you were not involved. I replay all those hands with the cards faced down and try to put both oponents in ranges based on their stats. The good thing is that you actually can see their hands after showdown and make lots of notes that will help you.
5) Analyze hands that you were involved and went to showdown using the range tool. This tool absolutely is great to visualize ranges and the amount of cards combinations. It is great to use fairly old hands that you do not remember so you can actually put people in ranges without being biased about it.