I speak several languages. In my personal experience practicing speaking and listening with a number of different native speakers (to learn to understand people with different accents and to make sure that different people can all understand you) is the most important. This will make you actually think in the foreign language. Watching TV and listening to the radio also helps greatly.
Reading comes into play only once you have reached a certain level of proficiency and want to "upgrade" your skills. Reading will help you to perfect your sentence structure and expand your vocabulary.
I agree with Frostschutz that learning grammar through studying is a pain-in-the-you-know-what and it is much easier to acquire a feeling for what sounds right or wrong through listening and reading rather than by learning the rules.
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