If I am learning vocabulary for a class exam or test, I use flashcards.

When I learn vocabulary for my personal study of Spanish, I learn best by reading, listening, reading and writing using the vocabulary. If I do enough of that, I learn the vocabulary without even trying, just like I learned my native English vocabulary.

I improve my pronunciation by mimicing the accent of native speakers in recordings. Don't only try to copy the pronunciation, but also try to exactly copy everything about the sound: the accent, the rhythm, the speed, the character. When I teach my students (I am a Chinese language teacher) I tell them to mimic the recordings <em>almost as if they were making fun of the person's voice</em>.

The best way to learn vocabulary is through reading books.  I love reading and for myself, an English native, I find it very helpful with developing my vocab.

Goodluck :)

To learn new vocabulary you have to read a lot it's the only way! 

To learn pronunciation and improve you accent, you have to listen/watch a lot of movies, tv shows, documentaries, animes, lectures... etc listen and repeat.

Don't try to understand 100% of what you are reading or hearing!

Read a lot (of the right materials, depending on your level)

Speak a lot (with native speakers who knows the language well)

Listen a lot (particularly to news channels - they tend to have good pronounciations but also things like PBS, or BBC Dramas, prime time series on TV)

Write a lot (and get feedback for what you write)

(and get feedback on what you speak and write, and understand what you read and hear)

I am learning Spanish and I am telling myself the same too - and that things take time, and practice and discipline. My biggest challenge is not the reading and listening, it is with speaking and writing. Some may be different, that they can speak and listen well, but do not read or write well...to each his or her own challenges!

Good luck!

I use mind map to learn vobca.