I read newspapers, ebooks (reading ebooks is easier for me than books because I am not often at home), listen to the radio. I also watch films on tv with English subtitles and I stop the movie, write down a couple of sentences, and then start watching again. Doing it is easier when you watch a film on DVD: you can also rewind and listen again to a piece of it.

I also have some lists of words: they're related with an issue, e.g. food, so that I can write down sentences on food with new words and remembering  them is easier. That's all....:=).  

I read newspapers, blogs or even Reddit. I've found a very useful website to memorize words: http://www.memrise.com it's a fun way to study word lists.

Read, listen, watch movies and make friends with people of the target language

the most important words are the ones used in common speech. I find them easier to learn in context when talking with someone.

Sometimes you forget, and will look up words multiple time, but eventually you remember without trying to remember 

When I teach, I do not use vocabulary lists like other methods because they are inaffective. To students, they are boring, complex and makes the language being learned look harder than it really is.(I know because I think like that myself.)

I prefer to see/show how different words work in a language rather than just give lists to memorize for a test. If you can immerse yourself in a language and the culture, it is far more fun and you will remember it far much better.

I just read books, passages, some articles and if I find a new word I put it down in my special exercise book and before sleeping I read it for some times. That`s all I do to learn words=)