I've found studying collocations and idioms very helpful for a getting an "ear" for the language ... here is one site:

http://www.languagerealm.com/spanish/spanishidioms.php

My favorite phrase is:

En un lugar de la Mancha, de cuyo nombre no quiero acordarme, no ha mucho tiempo que vivía un hidalgo de los de lanza en astillero, adarga antigua, rocín flaco y galgo corredor. 

In a village of La Mancha, the name of which I have no desire to call to mind, there lived not long since one of those gentlemen that keep a lance in the lance-rack, an old buckler, a lean hack, and a greyhound for coursing.

Don Quijote (my goal is to read this in Spanish ... some day!)

- from Project Gutenberg

Some slang untraslatable sentences:

¡Habla, chucho, que no te escucho!  - Talk, dog, I don't hear you

Naranjas de la china -  Not at all!

¡Tururú! - No way!

El chocolate del loro - Save money in something that is not the main part of the spending

Se te ve el plumero - I see your bad intentions