This is also a big question to me.
I realized I need to be in touch with the target language as often as I can. But it also depends on what you're learning. For example: if you want to speak it's not enough just read a lot of books.
So, if you're not focused on some particular part of the language, I think, you need to do all of aspects of the target language: reading, listening, speaking, writing. And as often as you can, because the more, the better.
The way is different from person to person. For me, I like to listen alot before speaking and grammar.
Use the language as often as you can and find a native speaker (of that language) and talk to him/her/them on every chance you can get :)