Select a language you are genuinely eager and passionate about learning. When the learning becomes less of a task and more of an enjoyment, you are able to retain and learn more fully.
Hire a tutor or attend a a foreign language class. The ability to interact with a teacher enables you to ask questions, hear proper pronunciation and help catch errors in your pronunciation.
Listen to language software at home and language CD's or MP3s in your car. This will help you to immerse yourself in the language and constantly hear the different pronunciations and the proper accents. By listening to the language while you are performing other tasks, such as driving or cleaning, you still can help you subconscious to absorb and become comfortable with the language.
Advertise for a language learning partner. Living in a melting pot country such as the United States creates a variety of opportunities for learning. For example, if you are trying to learn Italian you may be able to connect with someone from Italy, such as an exchange student, who needs someone to practice English with. By having lunch or drinks together and socializing, you can both teach each other the various nuances from your native language.
Create flashcards of vocabulary words you want to master each week. Challenge yourself to memorize the pronunciation and meaning of the words and use them correctly in a sentence by the end of the week.
Read newspapers or magazine articles in the foreign language. Keep a translation dictionary available and challenge yourself to read an entire article, then an entire page, then the entire newspaper, as you become more familiar with the language.
Study abroad for a semester or a few weeks to completely immerse yourself in the language and the culture. Try to use only the foreign language when communicating and avoid asking for someone to speak your native tongue or translate. Your survival instincts will help to force you to learn the language.