Since high school biology class, I have always held up the effectiveness of completely engulfing myself in learning a subject. This can be done through different styles, including seeing, hearing, and hands-on experience. I remember taking many of those tests in school which always stated I was a "visual" learner, but I still stand by the idea of attacking your brain with knowledge from all the senses. I'm still trying to tackle the German and Japanese languages with different methods.
For Japanese, I have the wonderful Genki textbook, apparently a preferred book for schools featuring basic Japanese learning courses (I have the audio CD, too). With the textbook, notebook, and a pencil, I've been taking notes on the grammar, writing all the vocabulary, and stopping my music occasionally (usually ambient, or at least quiet) to listen to the audio CD tracks of whatever segment I am on. Learning the Hiragana and Katakana alphabet is going to take a lot of practice to memorize; to help me on this, I've made printer-paper flash cards!
For German, I've opted for the Complete Idiot's Guide to Learning German. It's a bit more of a fun, easy read compared to the Japanese textbook, but I think the contrast will keep me more interested. For a more audio-oriented learning, I've been using youtube learning videos. Here's one of them:
As you can see, I don't quite yet have much "hands-on experience" in my learning methods just yet. An idea that comes to mind is to make up fake scenarios with somebody and act them out (which does sound fun if I can actually get somebody to join me). That will have to do until I can befriend a bunch of German and Japanese people, heh. I've also considered acquiring some flicks with German or Japanese audio to keep my entertainment learning-minded. What kinds of studying methods are most effective for you folks? Any tips and tricks are welcome.