All enchantments have to be learned by disenchanting an item with that enchantment already on it.
I would sometimes wait until I knew I could create a better one than the one I had. For example, the Smithing enchantment. I had some gloves I'd picked up with "Fortify Smithing" on them, and I used them for quite a while until my Enchanting was high enough that the new gloves I would make would be stronger (+15 instead of +10 or whatever). Only then did I disenchant the gloves and make new ones.
I've made some dumb mistakes in crafting now and then, too. I was using an Ebony mace at the time, and decided to craft a stronger one since my enchanting and blacksmithing had gone up, and I had all kinds of potions and stuff. So I drank up my potions and crafted a beautiful new mace.. that had exactly the same stats as my old mace.
"But why?" I asked myself, "Shouldn't it have been stronger?"
"Yes." said the haughty voice in the back of my head, "And it would have been... if you had remembered to put on your über-Fortify-Smithing gear... *******."
In short, I wasted a bunch of ebony ore because I forgot to actually use everything I had that would have made the thing kick-ass.
Not to worry, though.. the Daedric mace I'm using now is downright insane.