A lot of aspiring writers choose to write in the third person, and there's certainly nothing wrong with that in itself. There are occasionally problems when the narrator is a bit too omniscient, however. Done well, this technique can work admirably, but it's a really hard trick to pull off. Anne Mini has been discussing Point of View Nazis on her blog (part II is here), and she explains it all much better than I could.
Essentially, third or first person limited is what is popular now, and there are some very interesting things you can do with that perspective. Most writers don't think too much about POV when they start out with their first novel or two, however, and that generally creates a narrative in the third person with a lot of perspectives haphazardly mashed together. If you're doing this intentionally for effect, then fine--but too many aspiring writers do this without realizing they are doing so.
When I was having trouble slipping into slightly-omniscient mode in THE GUARDIAN, my solution was to start writing in first person. I happened to be reading Robin McKinley's excellent SUNSHINE, which is completely in the first person. Writing in the first person for nearly the entire length of THE GUARDIAN really forced me to see and write things from his point of view, and it clarified scenes in which I was otherwise having trouble deciding how to describe things (solution: just describe what Sean sees and senses as he does so).
The drawback of this approach was that I went too far into Sean's head, often overwriting what he was thinking and feeling far too much, but once I learned how to recognize these issues the editing wasn't that bad. And, truthfully, in my particular story there were a lot of things that I did with the story that just wouldn't have worked in anything but first person (to give specifics would be a major spoiler, unfortunately, but let's just say first person lends itself to studying the question of personal identity in unique ways).
Now that I'm writing ALDEN RIDGE I have moved back to third person limited, but I find that vastly easier to write now than I ever did before. All that experience with writing in the first person really paid off. So, if you feel like you're struggling with perspective, and your goal is to write in a limited perspective (even if you have multiple protagonists, your perspective can still be limited to one character in each individual scene--I do this in ALDEN RIDGE), then you might want to consider doing some practice writing in first person. Even if you don't write it in first person, if you're going for tight perspective you should always be conscious of what your character is seeing and feeling and thinking and learning. Lot's of explanatory asides from an omniscient narrator can really bog down a story if not done with great skill.
That said, almost any technique can work wonderfully if done with great enough skill. Just be sure that your style is something that you craft yourself, rather than an unconscious byproduct. Happy writing!