The first and formost place you should be going is to Bungie.net. You can associate your passport with your gamertag, log into this site and check out all your stats, view your previous games and even use the game viewer!
The game viewer (show below) is pretty cool, because you can see where you died, who killed you, what they killed you with, and also all your kills. Helps you understand were people are coming from.
Moreover, you can check out each game and see your hit percentage, who killed you the most, and who you killed the most. You can check out the stats for my gamertag Agressic provided by Bungie.net
Oh, and of course, there is a preference here that you can display bungie.net after your gamertag inside the game.
So Bungie.net is great at showing you current stats, but it doesn't show you stats over time. I was directed my my Clan Leader (Villain) to OLAPStats. This place tracks your skills over time. Check out My Stats over time.
I hope this helps you become better at the game, if you're interested in that sort of thing.