Nowadays, we have so many possibilities to help us learning a language. Of course there are grammar books and we can also speak with native speakers of the language we are studying. But in my opinion, the most powerful resource is the internet. You can find articles, videos, blogs, meet people and all that for free.
We have always been thought languages in a boring way at school. Indeed it's a great challenge to find a good way to teach a language; but in my opinion, learning vocabulary lists by heart without any context or always doing the same exercise of "Mike going to the cinema" doesn't help much.
We all learnt a mother tongue. Did we have grammar books when we were babies to learn it? No, we were surrounded by the environment of a language. We were immersed in it and then we spoke it and it became our mother tongue. This is for me the key of studying languages, that I unfortunately realised not so long ago.
My techniques are: listen to music in the foreign language that pleases you (you can follow the lyrics for example), look at videos of topics that are interesting for you (sports, the news, history,...) and try to speak it a lot. If you come from a big city you should easily find native speakers whom you can talk with. Otherwise, there is the internet.
I could write much more things about this topic but I will stop here. If you have personal experience that you would like to share or if you have some advice to give, feel free to comment about it (while correcting my text :p ).