Paul, I recommend not trying so hard.  Easier said, than done I know.

I went through a nasty period like you this summer and I realized I was trying to hard to make every shot perfect.  My instructor gave me a pretty serious lecture and told me to stop practicing so hard and so much.  Just go play and have fun, she said.  It helped a lot.  I took a couple weeks off and haven't been to a range aside from a warm-up before my round in months. 

My scores have gotten better and I'm having a lot more fun on the golf course.  Just try to relax, focus on the fundamentals.  You'll get there.

Best of luck.  Keep 'em in the short grass.

Great Advice, I too just started enjoying myself and playing a lot more, and little at a time my game starting coming around. I did take a lesson and instead of hours at the range I head to the course for 9 before work.

Thin shots  may be caused by coming "out " of the shot on your down swing, lifting your head too soon because your anxious to see where it's gonna go. Crisply strike down on the back of the golf ball,try to watch the club strike the ball. This will help keep you from coming up and out of the shot.

My two cents, play well !

A lot of great points provided above and would like to add this one.  I had the same issue where i was picking up/thinning the ball and also not really making that divot at the end.  Met with an instructor and one thing he told me to do was keeping the wrist/hands a little bit in front of the ball on setup.  It should force you to strike down on the ball as long as everything else (body, head, etc.) is in place...

Don't be so hard on yourself.  It'll come around bud!!  Practice and have fun.

Cheers!

on fairway bunker shots the key is to keep your lower body quiet.  at set up choke down a little on the club, this will help you hit the ball first as opposed to catching a bit of sand.  then widen your stance a bit and slightly bow your knees out, this will help keep your lower body still so that you do not move on the downswing and end up hitting it fat. 

as for the thinning your iron shots, i too have trouble taking nice even divots and hope that this thread will help me there too. 

I too have been struggling with my irons this season.  I found something I was doing wrong was my arms were outracing my body.  Now I focus on having a slow take away making sure to swing under my chin but not bring the club too far to the inside on the way back and as soon as my back swing stops start my lower body and hips turning and dropping the hands with some acceleration.  It's kind of tough to time as I found out if you are doing it the opposite for so long but once you do you will stripe it!  As far as fairway bunkers I have also had success digging your feet in slightly, choke up, swing smoothly, and take one more club and not much sand.

Good luck,

Mike

Hey Paul,

For me, my contact greatly improved when I started to focus on maintaining balance. I've seen some junior golfers (and new adult golfers) struggle with balance because they have not yet developed the strength to control their irons. Over swinging on the backs swing pulls their posture out of position, with the momentum of the club pulling their head away from the target and bringing their spine more upright, away from the ball.

Once you start hitting clean shots, picking the ball out of sand should start to become easier. Until then, try setting up to play a high fade, or try taking more loft and hit it thin. If there is a low wall of the bunker, a hybrid or lofted wood can also work wonders, since the sole will help  prevent the club from digging into the sand.

Good luck.

Those are all good suggestions that have been provided.  For me, it's always a weight shift issue.  I start putting more weight on the front foot (80%) turning my swing into a stack and tilt type swing and gradully work back to a weight distribution of ~50/50.

Also, shot a video of you swinging.  It might help.