Go through a book armed only with a dictionary and grammar book.
I used this to learn German and and I'm using it now to learn Spanish. It takes a long time, but the results are rewarding enough.
You pick up a book in the foreign language, preferably some lightweight literature, and it is important that it is a topic you find interesting. Pick up a dictionary and a grammar book, and then simply start reading.
In reading my first German book (Der Medicus by Noah Gordon), the first 5-10 pages were really heavy and time-consuming, but then I slowly started to 'get' the language and began to read quicker, and after about 40 pages I put the dictionary away, and only looked at it occasionally.
Strengths-You get a very good feel of the written language, and the more you read the better your writing becomes.
Weaknesses- It doesn't really do anything for your pronunciation.
- You should know at least some grammar before you start, or else it will simply be too difficult.
- It requires a lot of discipline, especially in the beginning.
This is a very good thing to have next to your language classes.