Don't know if learners of other languages are allowed to comment here
But since you're clearly asking people who've had experience with learning a language, I'll dare share what it's been like for me.
I dabbled in grammar first to get some grasp what the language is all about. When I was somewhat good at it, I moved on to expanding my vocabulary. I did it, well, still am doing by reading some adapted texts at first, then started to take on more complex writing. When I got to the point where I could understand about 70% of pretty much anything I managed to put my hands on I decided to concentrate on listening comrehension. Mind you that I'm not talking about overcomplicated stuff like scientific articles or whatnot, just simple reads any native speaker would comprehend. Anyway, listening comprehension was mostly trained through watching movies, TV shows, youtube videos, podcats etc. Whatever I did I always stuck to one simple rule though, no captions or subtitles, even if I couldn't understand anything at all. In fact, at the beginning I couldn't make out much, usually not even a single word. But it all started to clear up rather quickly and now I rarely have any problems hearing what's being said, even if it's a completely new word for me. I'm more than sure it's a direct result of refusing to resort to subtitles.
The things I also stuck to were these:
- practice your language everyday, even if it's as short as 15 minutes. 15 minutes a day will do more good than a whole, but a single day of studing per week.
- when the mood to say "to hell with all this" struck me, I just told myself that I'd accomplished far too much to slam on the brakes now. Gotta appreciate my time and effort.
- using a monolingual dictionary. Nothing helps learn a language more than it does.
- if you don't like what you're doing, find something else to do. You have to enjoy it to actually learn something, otherwise you'll get bored and will not remember anything useful.