I've been putting in at least one run a day after work - but just can't put it together. Most start out solid but then one nasty hole kills it.
Playing as regularly as you do mj is the key, but... you have to play two times the same course on one day, one after another, then leave a day off for other things (or other games), then do it again.
This way, your learning curve will be going up faster, since you'll be able to revise your mistakes from the first run on the second. And the most important thing is, you should play a course from hole #1 to the very end, no matter, how bad it looks. Otherwise you won't be able to improve. I do it myself and it's working.
You can play on water on AES and maybe CD version, i think there are other differences, like no time limit.
The only difference, as far as I know, is the time limit, which really sucks, because having enough time to think is crucial. But the
water hazard is also present on MVS, you have to fall in near the shore though and even then, it happens only accidentally, that you're given the possibility to choose shooting from there.
By the way, it is also possible to slide over the water, if your shot was very low and you have a strong tailwind. There's an extra animation sequence for it. But I could only pull it once during my entire time spent with this game... and you can slide over a bunkers sand, too. No extra animation though.