Four moves

As I have come to understand, a skilled chess player looks at least four move in advance.

Now, I have not done any hard research on this topic, to be sure. However, I was wondering, outside of this online forum, how do you all look ahead? Say, for example, in a friendly game. Do you analyze all the possible moves your opponent can make each move, or do you simply choose the most likely, and work from there? And how do you keep track? I am wondering because for a single move, viewing all your own possible moves and possible countermoves is not overly difficult, but adding even ONE layer to that exponentially increases the difficulty of such an exhaustive consideration. On the other hand, if you only consider the "likely" moves you run into the problem of subjective thought. Due to differences in thinking and skill, what may be likely to you may not be the same as your opponent, and thus you are potentially limiting yourself in scope.

So my question is this: how does one learn to look four moves ahead?