I've tried doing something like this. I'm trying to learn Spanish, and I simply listen to "The News in Slow Spanish" on my iPod and try to repeat what I hear aloud, at about the same time that I hear it. I actually do this while I am taking a walk--I hold the iPod in my hand, so that if anyone wonders about it they will think I'm talking on a cell phone.

I feel that doing this is more useful than passively listening to the program, because it is somehow involving me actively in it, getting my speech muscles involved. And at the same time I am processing a lot more words then I would be processing in an actual conversation, because I am not trying to think about what to say. 

I think it is probably helping me to form automatic habit patterns on frequently recurring short phrases.

I have the feeling that everything I try, to learn a language, helps me in one way or another. I don't think there's any magic one best way. Some things exercise one part of the brain, other things exercise another part.

I don't like shadowing. I've tried it a few times, but for me, it's simply boring. When I watch a movie, I don't want to stop it after every dialog and repeat what has been said, I just want to enjoy that movie.

I'm also not so sure it works. Maybe someone who has been doing it for a while can answer this question.

It doesn't matter which actress or actor you choose to copy, because the important thing is to learn the shadowing technique as an exercise to tune your ear. You should have fun with many different pronunciations and accents until it is so easy that you can do it without thinking about it. Once you've mastered that, there are other exercises you can do that are more powerful.