I think that different methods work best for different people. I have my own pet method which may or may not work for you. I used it with a great success when I was starting to learn English to build up an initial vocabulary of 3–4 thousand words. It consists of a number of steps.
1. Make a list of words you want to memorize. I used to make it by taking notes of any new words I encountered while doing exercises or reading textbooks etc, noting any irregular forms as needed. I used to learn up to 40 new words at a sitting, but if that's too hard for you, you can do 20 or so at a time. The list consists of two columns and looks like this (using English and Russian for the purpose of this example):
Code:
begin (began, begun) начинать (-ся)
mouse (mice) мышь
house [haus] (n.) дом
pencil карандаш
(etc).
2. Read the list over.
3. Cover the right column of your list (i.e. the translations) with a blank sheet of paper leaving the list of foreign words open, and try to write the translations on that new blank sheet. If you can't remember some of the words, open the list, read them over again, repeating the words aloud, and complete the list of translations on that new sheet.
4. Now that you have the list of translations, do the opposite of what you did in step 3. That is, try to recall (and write) all foreign words by looking at the list of translations in your own language.
5. Repeat steps 3 and 4 until you are sure you can work the list back and forth without any omissions.
And now the most important part, which is totally my own invention (the previous 5 steps are not).
6. Take a new blank sheet of paper and try to restore the original list by using only your own memory. Do not look at any of the lists you made earlier. Just a blank sheet and your own memory. On the first attempt, you will probably miss quite a few words. Look them up in your original list, then take a new blank sheet and try again. Repeat until you can write the entire list from your memory.
Many people use steps 1-5 or some variations thereof. However, I believe that it is step 6 that is most important if you want to commit the new words to your long-term memory. Besides, each time I successfully completed step 6, it would give me that "I've done it!" feeling. A feeling that I've really accomplished something and moved forward in my studies.
After you have acquired an active vocabulary of a few thousand words, you can probably switch to some other method.
Please note that I used this method back when personal computers did not exist, and audio and video learning aids were not that easy to come by. It is quite probable that a better and faster method can be developed today. Some people swear by flashcards, for example.