A few things that are pretty important in regard to placing in comps (in my opinion).
*You have to be brewing to style. Most of the time putting your own "twist" on something is not a good thing when it comes to comps. Start with recipes out of Brewing Classic Styles or NHC Gold medal recipes from zymurgy. That will almost always get you in the ball park as far as recipe.
*Pay attention to consistent feedback...... Have you heard any of the same things over and over, across beer styles = "Plastic" or "phenolic" off flavors? "Astringency." "Not to Style." DMS or other off flavors/aromas? "fusel/hot alcohols"...... any of these types of things could be a clue to a process problem you have.
*While I agree that style selection can be important (IPA's, American Ales, Stouts seem to always attract more competition)...... I don't necessarily agree that simply entering a lager is going to turn your beers into winners. One of the reasons not a lot of people enter lagers is because they are hard to brew and there isn't a lot to mask mistakes. I enter quite few comps. I notice lots of different people win/medal in some of the categories like IPA or Stout. I recognize some of the exact same winners over and over in a lot of the lager categories - there is a reason for that. Those people can brew consistently, very good lagers - that ain't easy.
*Are you located somewhere that you can go to a homebrew club or find someone who judges or competes a lot who can give you some concrete suggestions..... not the "your beer is great" feedback most of us get from most of our friends, but some honest feedback on process and flaws? That would be your best bet.
* Pick a couple categories and rebrew, rebrew, rebrew..... perfect a couple at a time. I have some categories I feel pretty confident in, and can place 75% or better when I enter them. But, I have also brewed those beers 20-30-40 times - the same beer, with only minor tweaks. If you are always brewing something different, it is hard to improve. Rebrewing beers has probably been one of the 2-3 things that has helped me improve as a brewer more than anything else. As I get comfortable with a couple styles, I start to add new ones. I still have styles that I really feel hit and miss on.
There are also styles I just have not interest in brewing - because I don't like drinking them - belgians, wheat beers, bocks, etc.
Stick with it, look for patterns in your feedback and figure out how to fix them. Where are you located? Maybe someone can suggest a good club in the area, or knowledgeable person to give you some feedback.