Here's the thing... When people say, "Immersion is more natural because it's how we learned our first language!", what they're failing to consider is the fact that, when we learned our first language, our brain was radically different from how it is now. A baby can learn a language solely through immersion; an adult cannot. For adults, you just have to do what works for you. Everyone will learn differently. Some people might not find value in classroom language education, but most will. Before you can practice grammar and vocabulary, you have to learn them. The ideal mix, in my opinion, is classroom learning coupled with a lot of practice and a lot of time spent practicing outside of the classroom. For example, first you learn the vocabulary words in the classroom associated with personal care and taking a shower, in addition to the grammatical structures associated with such acts (reflexive verbs, washing oneself, etc.). Then, that night, as you're taking a shower, you repeat to yourself, "I'm washing myself. I'm shampooing my hair. Robert is using the soap." etc. in Spanish. This will help you learn.