Expose Yourself to the Language
The single best way to learn any new language is to expose yourself to it as much and as often as possible. No matter what method you are using this will always be helpful. Ideally, going to that country for even two weeks would prove invaluable in learning the language. This however, can be very expensive, depending upon where you currently are residing and the location of the country in which they speak it.
Finding someone who speaks the language as their native tongue would be next best thing. This can prove to be very useful. Using your new language in practical ways such as in a casual conversation will allow you to pick it up very naturally as opposed to memorizing terms and phrases. They would be there to offer instant feedback and to correct any mistakes such as mispronunciation and grammar usage. They would also most likely know the current slang terms for whatever topic you are talking about.
For some languages which are quite complex, offering many different definitions to the same word depending on the context, this is the best way to go. Chinese, Japanese and several African dialects can be near impossible to learn without a fluently speaking teacher.
Next best thing would then have to be hearing the language in use. Audio CD’s and if it is a common foreign language like Spanish or French, a DVD with those language options turned on can be a great way to supplement your learning method. Especially if it can offer alternate language subtitles. Watching first without the subtitles to see what you know and can pick up. Then going back through with the subtitles on to fill in any gaps. That is the best advice I can offer and proved quite useful to me for learning my second language.