On your own
Read something interesting. (In case you have not noticed, these are the themes of this FAQ - find interesting material, and read it!
When you are reading something interesting, try to forget you are reading "English" and just concentrate on the material. Mark unfamiliar words as you come across them, but keep reading! If you are totally lost, then look at your E/E dictionary.
There is no substitute for getting new words in their natural environment - the printed page. You can buy a vocabulary book, or take a class, but the best way is to learn words you need at your own pace.
Reading and vocabulary tips
Don't memorize word lists
Acquire your vocabulary naturally by reading, listening and using a good dictionary.
Don't read word by word
When reading or listening: don't try to understand each word by itself - try to get the whole meaning of the sentence or the listening segment.
As long as you have the basic meaning of the speech, paragraph or sentence, you have communicated successfully. That's great!
If you are reading, mark any words that you are not sure of, keep reading as long as you have a general understanding, and look any troublesome words up after you finish.
Don't write a definition in Kanji next to the word in question
Write it in English and in the margin. (So you can read the page and the margin note at a later time.) Also, challenge yourself to "Read and Think in English!"
Finally, don't worry - just do your best!
-- End of Vocabulary section --