That's an interesting question, I don't keep a record of all the new words I've learned, except using my own grey cells for memory. So, if you'd count that as listing than that's my method.
However, maintaining a vocab list on any media storage device can be tedious work, I believe that: only new words without attributing meanings and how it's used (usage?) on the list, can easily undo the very purpose of listing, in my opinion.
What I'd do when I've learned 'new words', is using them ASAP in writing, that way I can discern meaning/definition by looking how they relate with the clause (whole sentence), especially later on: when I look back at it, (this writing is usually conserved in an e-document), I preserve the knowledge this way, and if necessary I reassess the words meaning by doing internet (Google) searches and add that in the document. - Most of my documents pertains some comments I posted or excerpts from it-
If I do that: I'd usually write a couple/dozen of sentences to exemplify that particular word, and even examine and compare with others' writings.
Note: I don't do that very often, every new word is depending on the difficulty, likelihood of personal usage and value. For instance: I've learned a new word 'perfidious', but I didn't write it anywhere, I just remember it, but it is unlikely that I'm going to use it.
I've created an excel archive where I write several columns, word, definition and two more (word and column, both of them are empty). The other two are for practicing, in the way you can hide one of the main columns (for example word column) and write in the empty column the word or definition for checking your request. The excel will notify me if I get it right or not.
The excel have several spreadsheet for every kind of word (verb, phrasal verb, name, etc). It's very useful for practicing.