This is what helps me:

1) Talking to Russian (by "Russian," I actually mean anyone from the former Soviet Union) people in Russian (via Skype or locals that live in your proximity).
2) Watching Russian movies, TV shows, listening to Russian radio, and reading Russian books.

* For Russian radio, visit http://www.101.ru/
* For Russian movies and music, go to http://www.russiandvd.com/
* For books, I think you can use http://www.kniga.com/

You're in for a serious treat, my man, if you like foreign films. I am totally addicted to Soviet cinema (you'll quickly realize the difference between Soviet cinema and modern Russian cinema). Check out these movies (cannot type in Russian at work, but you can look them up on IMDb.com and RussianDVD.com; eBay also has Russian movies):

* Ironiya Sudby ili s lyogkim parom! (watched by Russians every New Year (the equivalent to America's Christmas Story culturally, it would seem.)
* Sluzhebniy roman
* Brilliantovskaya ruka (Yuri Nikulin, famous Russian comedian)
* Moskva Slezam Ne Verit

Vozvrashchenie (The Return) is a good modern Russian film. Also, Brat (Brother) seems to be culturally important to some Russians. It's a good movie, everyone agrees it realistically depicts violent life in 1990's St. Petersburg.

3) Attending a Slavic church. I am Christian and so is my girlfriend, and when we go in, it's as if we weren't in America anymore. One tip - dress nice!

4) Studying a Grammar course book, often going over each lesson multiple times. I use the Penguin Russian course book, you can find it in any bookstore (Barnes & Noble, for me). Lots of good information in here, but there is a lot and you might find yourself repeating each lesson just to get it down even more. I'm terrible at studying every day, so I often have to review the last lesson.

I hope this helps you. I've been in it for nearly two years now and the fiance and I are planning to visit Russia next year or the following year. I recommend going to Russia to you as well if you are serious.

One final note.. develop a taste for tea, caviar, eggplant spread, and Kvas!