Watch English movies with the English subtitles on. This way even if you don't quite understand what was said you can read it. At first you may find yourself reading more than actually watching the movie, but this is okay! You are still hearing the proper pronunciation of what you are reading, as you read it. Eventually you'll become more comfortable listening and only refer to the subtitle for reference or clarification.
Another great way to improve is to determine HOW you learn best. Do you find it easiest to understand something after you have read an explanation or after someone has given you a real life example? Understanding how you learn will help you seek the perfect ways the practice!
Finally, practice will always be the best way. If you are looking to improve speaking skills, then you should find someone to practice conversation with. If you need to improve reading or writing skills then writing essays or stories will help.