I watch movies and listen to music in the language I am learning. Also by these discussions on italki I learn to improve my languages. Writing can absolutely help us to think in the language we are learning but only if you have someone correcting mistakes that you make so that you don't learn bad habits. The notebook area of this site is very useful for this.

Corrections for you. "Do you have any method FOR this?" "Also WHAT can we do to improve our speaking except BY speaking with native speakerS?"