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Once you have got to grips with the fundamentals of a language (pronunciation, orthography and basic grammar), you can concentrate on learning vocabulary. This is probably the most important and time-consuming part of learning a language.
Try to find word or phrases in your L1 which sound like and if possible have a similar meaning to words in your L2. Build mental images or draw pictures based on the connections. For example, the Spanish for "ice" is hielo (m), which sounds like yellow. To remember this word imagine yellow ice. This is an enjoyable method because many of the associations you think up will be silly, absurd or bizarre.
To remember genders try picturing a Spanish-speaking region, divide it into two and place masculine nouns on one side and feminine words on the other. In the case of ice imagine the masculine half covered in yellow ice.
If your L2 has many genders, imagine a large building with many floors, assign a different gender to each floor and place words on the appropriate floor according to their gender.
Associating words from each language you learn with places where they are spoken will help you to avoid getting your languages mixed up. For example, if you're learning French and Spanish, imagine a map of Europe and place the French words in France and the Spanish words in Spain. Alternatively you could imagine a map of North America and place the Spanish words in Mexico and the French words in Quebec.
To ensure the words stick in your memory, test yourself on them at regular intervals. If you learn some new words in the morning for example, check that you can still remember them later that day, the next day, a week later and a month later. If you find some words hard to recall, try thinking up different associations for them. You may need to try several different associations before you find one that works.
When learning the word for hand, for example, try to learn related words, such as parts of the hand; actions of the hand; other parts of the body, and things you might wear on your hands. Also try to learn words with the same root and phrases which include the word hand.
As you learn more words you will start to spot connections between words. The more words you learn the easier you will find it to guess the meanings of new words.
Learning long lists of unrelated words is boring, difficult and doesn't help you much when you come across those words in a different context. If you focus on learning words in the context you're most likely to find them, you're more likely to recognise them when you encounter them or need to use them again.
When learning food words, for example, think about when you'd be most likely to use them, i.e. when cooking, eating, shopping, etc, and learn other words related to those situations. Then try constructing sentences using the new words. Good dictionaries contain examples of usage which you can use as models for your own sentences.
As your knowledge of your L2 improves, using a monolingual dictionary is a good idea. This helps you to understand words through their meaning rather than relying on translations into your L1.
A great way to build up you vocabulary is to have a go at reading books, magazines, newspapers or comics written in your L2. Ideally look for reading material covering topics you find interesting. When reading, try to guess the meanings of any words you don't know and then check them in a dictionary to see if your guesses were correct. You don't have to look up every unfamiliar word as long as you can get the gist of the text.
Dual-language books, which are also known as parallel texts are a good way to get into literature in foreign languages. They usually have the original language on one page, and the translation on the opposite page. This saves you the trouble of looking up words in a dictionary.
Reading comic books, like Asterix and Tintin, is an effective and fun way to improve your reading comprehension and vocabulary. The pictures help you to follow the story when you can't understand all of the dialogue. The dialogues in the Tintin books tend to be longer and more serious than those in the Asterix books, which are full of puns and jokes.
Vocabulary Training Exercises, in English, French, German and Spanish
WordChamp - learn vocabulary in French, German, Japanese, and Spanish.
Includes a variety of drills and thousands of recordings of native speakers,
as well as a website decoder to read foreign websites - without translation!
Mentalcode -a collection of language resources with grammar and vocabulary
references and interactive exercises
Interlex - a free Windows application that helps you learn vocabulary in a foreign language
Verbulix - vocabulary and conjugation trainers for English, German and Spanish
ALBIS, a vocabulary learning system for many languages
The Town language mnemonic - a way of memorising vocabulary
VTrain - The Ultimate Vocabulary Trainer
Vocabulary training program
Shoenhof's Foreign Books - a wide range of books in over 700 languages
Foreign language comics