The most, or one of the most, efficient ways is flashcards. I really like Anki - http://ankisrs.net/ You can use the app on your computer or phone. You can create your own flashcards or download thousands that others have already made. The downside is that not all of the card sets have context and there can be mistakes. However, timed repetition is one of the best ways to learn new words.

Reading, Listening music and watching movies have been helping me so far

Hi, There are lots of ways to learn new words; READING to see them in context, word puzzles, pasting them where you'll see them, flashcards, etc. I suggest you look through the pages of other questions as other people have asked a similar question and many good answers have been given. Look for key words such as 'English words', 'vocabulary', 'remembering' in the question titles and I'm sure you'll find them. I know for sure there was one two days ago and I think before that as well. Cheers!

By playing computer games, reading mangas (or books,magazines etc.),watching english subtitle films...they were the most usefull techniques for me.

My dear there are many ways to learn new vocabulary in english: 1) Reading newspapers, magazines or journals. 2) Watching documentaries, news & open discussion topics in T.V. 3) Subscribing or registering for daily post of new words in english language sites. 4) Going through ads on roadsides or banners. 5) Communicating to people and being in touch with good language speakers.