You should use a systematic approach and begin with the writing skill. Make good preparation, take note of the important ideas, look some vocabulary up, and begin writing according to the proper structure of the paragraph/essay.

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It depends on the language! Each one has a different way to be learnt in my opinion.

I would say that active listening is really useful to get you used to the language and active reading as well, that is, you will not just randomly read, but you'll analyse what you read, paying attention to the structure of the language. Then, speaking once you feel confident, basic conversation, maybe 30 minutes is enough every chance you get to. Writing short or long essays, depending on your level is one of the best things ever to improve grammar, vocabulary and to better have compreension in the language as a whole. When you write, you tend to explore a lot of what you have learnt and will always need more and then you'll be more challenged. 

As being a visual learner, the most appropriate way for me while learning and remembering new sentences is reading.