It's hard to know where to start, but my general recommendations for mixing and mastering is:
1. get each track/instrument sounding how you like it before you try to master as a whole
2. you probably will want some combination of high/low pass and/or high/low shelf on each track to cut out or reduce parts of each instrument that get in the way of other stuff (for example, you generally want a high shelf on kick drums or bass unless they happen to have something unusually interesting going on in the high-end you want to keep) -- this makes it less likely the different instruments in your song are competing with each other
2b. a shelf is often enough, and less sonically "destructive" than a bandpass, so try them before you resort to bandpassing something, unless you really know you don't need any of that sound; you can't bring back things you've cut out entirely
3. go easy on compression, especially on the master track, until you're sure you really need to increase it to make things sound right; it's easy to make a muddy mess and it's a lot harder to figure out what needs fixing afterward
4. yes, you likely do want a limiter, probably on more tracks than you realize, but like their cousin compression, go easy on it; the goal is to get the best signal out of each track before you really sit down to mix and master and tweak at the end
5. don't just master using one output... I tend to do my first pass in my "just OK" headphones I have handy at my desk, but then I will then go play everything in my car, in my good headphones, on my bluetooth speaker, anywhere I can, to catch things that might not be obvious on my regular headphones. I take a bunch of notes on things that sounded wrong or stood out or weren't loud enough. This is where tweaking EQ and small amounts of level change does the brunt of the work. Sometimes you might mess with the bandpass or shelves, or even limiting/compression, but by this point you probably shouldn't be unless you're targeting something very specific.
6. mastering is about making the song the best version of itself; look at it as a whole and think about things like, "this part is kind of plodding, can I do something to make this section feel like it's building energy?" "can I do something to make the transition from this track to the next one on the album less abrupt?" "does this song sound good but feel like it's missing something? maybe it needs more sparkle/depth/something else" -- each of those questions has specific techniques you can apply to make things more interesting without changing what the core of the song is.
7. the more I've been doing production, the smaller changes I find myself making; I used to do a bunch of EQing and laying on compression and other things, and as I've gotten better I've found that a little bandpass or shelf to cut down on the extraneous noise from each track, and subtle tweaks to the EQ after everything is put together to make the "right" thing stand out is way more effective than brute-forcing my way through it
But the best advice I can give is: keep trying. You literally won't learn anything without playing with this stuff.
I have a track I worked on a year ago and set down because it just wasn't working. I decided to pick it up again a few weeks ago and blew away all the mixing work I'd done on it and started over, and I was shocked at how much better it's sounding now. I didn't feel like I'd really grown all that much in the last year at production, but the proof was sitting there right before me. The only way to improve is to keep at it, keep trying things, don't be afraid to mess with something and see how it turns out. (just save before you do it!)
Oh, as for mastering-in-place vs. writing the track out and mastering it as a whole, I think it's mostly a matter of taste. The latter is maybe useful if you're mastering a whole album and want to really work on the transitions, but I find for me it's better to just work on the master track directly 'cause sometimes you find something that's better off being fixed in one of the tracks individually than trying to "undo" it in the master.
Also FYI, the guy I've had do my mastering for my last few albums has a daily list of production tips and it's
really good. You might want to go through his archives and see what you can learn just going through that. I've picked up a lot from his posts.
jamieslist.deptofenergymgmt.com/