First, I like to spend some time simply listening to the language, several hours a day. I imagine this is somewhat similar to visiting the country where that language is spoken and spending some days immersing myself in the language, getting used to the sounds and so on. Then, I start to learn some very basic phrases and I repeat them several times. Then, I learn some basic words. Then, I start learning the grammar of the language. I usually read several books on this. During the process I keep watching movies with subtitles and listening to songs. After I have some practice, I try to find a peer with whom I could practice speaking. Then, I read some basic newspaper, and continue learning vocabulary and the grammar. I continue this process until I feel I have a better command of the language.