Tim Ferris has written two great articles on this subject, I suggest starting with these two exercises.This article covers eight basic sentences, that if translated, give the language learning a fundamental comprehension of the language’s sentence structure, noun-adjective relations, and verb conjugation:
This next article covers the 100 most used words in any language. Put these two lessons together and you should have a good foundation to get you started:
http://www.fourhourworkweek.com/blog/2009/01/20/learning-language/
However, as I’ve experienced traveling, all the exercises in the world will not teach you as much as actual use of language, or what is commonly referred to as “immersion.”
When I had landed in Japan I thought I had a pretty good understanding of the language. The first two people I met, a helpful stranger on the subway, and a Cop, both said, “You’re Japanese very good!” It took another week until anyone could understand another word I said. Additionally, my Spanish was never as good as it was after spending two-Months in Mexico.
Usage is key.
The problem is most of us can’t get up and fly out to Japan to practice the Japanese we are learning. Some of us don’t even have a genuine Japanese restaurant to go to (if it wasn’t for the local Sushi Chef in Sonoma who had grown up in Japan no one would have ever understood anything I said).
So what can you do?
There are a few tools I have found to help out with this, and actually teach you some culture at the same time. For almost any language you can use Music and Movies (or Television) to “immerse” yourself. If you can watch the News on Spanish TV and understand what they are saying, you are ready to head down South and order off-the-menu. If you want to begin learning to read Japanese, and you like video games, buy some Japanese video games. You can also find books in the language you are learning. I recemmend getting books that were written in that language originally instead of ones translated into them, this goes for Music and Movies as well. Comic Books are also another great resource to have around; keep them on your coffee table.
Here are some examples:
Spanish
Once you find some Spanish music that you like, pick a song and look up the lyrics. For this example I searched, “Mana Oye Mi Amor Lyrics”
http://www.metrolyrics.com/oye-mi-amor-lyrics-mana.html
Copy and Paste the lyrics into a text document and start translating, either using a dictionary or a translation website:
http://www.freetranslation.com/
Listen to this song, sing along, and repeat until you have it memorized, until every word is second nature and you know what it all means. Now you have some phrases and some culture. Now, to the movies!
Find a few movies in that language that you like and watch them regularly. If you really feel brave turn off the English Subtitles. The best thing to do is to watch them with the subtitles of that language (for Abre Los Ojos put on Spanish Subtitles). This will help you “hear” the words better. Keep a dictionary on hand and try to look up a few words when you watch. Pick out some phrases and use them in conversation.
Japanese
A lot of music I like to listen to in Japan is actually sung in English. So I personally use video games and Anime movies to learn.
Make sure to turn the English Dubbing off and turn the Subtitles on. What you will find is that a lot of movie dubbing doesn’t do justice to the original screenplay. New lines are written to fit the lips not the actual content.
The problem with learning a language like Japanese is that they do not use the standard Latin Alphabet. This makes quickly looking up written words difficult. There is no easy answer to this. Find a book with a lot of characters in it and cross reference. Have patience, learning a new written language can take some time.
Religious Books
There are a few instances where you can learn both a written and spoken language, as well as learn about that culture’s religion. If you want to learn Arabic grabbing a copy of the Quran would be a good idea. If you want to learn Chinese grab a copy of the Tao Teh Ching. Make sure the books have both the original writing and the English translation.

Home Immersion
The general idea behind this article is that if you can’t immerse yourself in the culture and language you are studying, then you must immerse your life with it at home. Make it an interest. Watch more foreign films. Purchase a Japanese video game system and buy the games you use to play as a kid, but now in Japanese. Go onto eBay and buy some comic and books in that language. Grab as much music as possible, if you are a musician learn to play the songs yourself.
Find a local restaurant Mexican restaurant that has a bar and spend some time there talking to people if you want to practice Spanish.
At some point you are going to have to make the language part of your life in order to retain it. I learned a lot of Spanish while living in Mexico, since then I have lost a lot of it.
Usage is key!
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I see that you recommend that we watch Abre los Ojos with Spanish subtitles. However, I’ve searched throughout the net on subtitle sites, and looked on amazon.com for DVDs with Spanish subtitles, but have been unsuccessful. Are these subs available?
There are subtitles on the copy I got. I think this is the version (it is this cover at least):
http://www.ebay.com/itm/Open-Your-Eyes-Abre-Los-Ojos-1997-DVD-Sealed-BRAND-NEW-/330719330772?pt=US_DVD_HD_DVD_Blu_ray&hash=item4d006881d4
I’m a pretty big fan of using Pimsleur followed by Assimil for learning most European languages. For French and Italian I feel like I good good results out of the time I put into these, good enough to go to meetups and converse in the language. Asian languages are another beast entirely. After working through Remembering the Hanzi and some other material for Chinese, I came to the conclusion that moving to China would be necessary to get to an appreciable level in the language. It just wasn’t worth it.
Also, http://www.memrise.com is a good site to learn vocab with mnemonics.
Sublime’s “Caress Me Down” is littered with Spanish lyrics. Although the grammar is not true Spanish, it is a very catchy song and a great way to pick up some widely used phrases.