Some of the techniques I've used to learn languages quickly and thoroughly:
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Shadowing
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Scriptorium
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Side-by-Side Reading
First of all, there's the Shadowing method. This one's the big daddy. Developed by Prof. Alexander Arguelles, a linguist who speaks literally over three dozen languages, this technique integrates all three NLP learning styles of visual, auditory, and kinesthetic.
The bare bones idea of Shadowing is just like singing along with a song on the radio. Except instead of singing along, you're speaking along with a recording of a text. You need a bilingual text with your target language (e.g. French) on one side and a language you're comfortable with (e.g. English) on the other, as well as a recording of the original text.
The ideal resource for this is produced by a company called Assimil, founded in the 1929 by genius French linguist and language teacher Alphonse Chérel. Assimil, la méthode intuitive, is designed to guide you in learning a language as you learned your native language...or at least, based on similar principles of fluid assimilation. They have over 100 languages you can learn from French, and 11 from English (as of summer 2017).
(Side note: if you're considering becoming a polyglot, it would be wise to learn French first, namely because of the wide selection of languages that Assimil offers in French, as well as the high quality of their material. Otherwise, as of summer 2017, they have English editions for German, Arabic, Brazilian Portuguese, Spanish, French, Hebrew, Hungarian, Italian, Japanese, Dutch, and Russian).
For example, for learning French, they have French With Ease and Using French. French With Ease will get you to B2 -- which is advanced intermediate -- and Using French will get you to C1 -- which is advanced fluency (C2 is native fluency, for reference).
So here's how Shadowing works. Each of the other learning styles is integrated into the auditory experience step by step, starting with the kinesthetic:
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First you just listen to the recording, while walking (most preferably outside in a garden/park somewhere) at a brisk pace. No need to run, but definitely don't lollygag; it's time to move and groove! At this point, simply listen to the words. This is "Pre-Shadowing", so to speak. Professor Arguelles doesn't actually have you do this, but I find it extremely helpful.
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Now the fun begins. After you're comfortable with whatever section of the text you've been listening to (ideally work through them in 7- or 14-lesson chunks), start the actual Shadowing. This entails speaking along with the recording -- not after the voice, but together. This will be a bit tricky at first, but this shouldn't take too long to get used to, especially if you do the pre-shadowing from step 1. After a few days of this, you should be able to shadow the text comfortably.
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Once you can shadow that chunk of lessons, take a break from the Shadowing. Sit down and do the lessons you just shadowed as normal. Remember that you haven't opened the book until now. This is essential! For the past few days, you've been wondering, "What have I been saying? What does 'cafard' mean? What is 'nombrilisme'?!" Now, when you see those words, you'll have a serious a-ha moment - "Wow, so that's what I've been saying! Who knew..." What's incredible is that this solidifies the meaning in your mind. This is a key part of the process.
- To get the most out of step 3, read aloud each lesson as you go through it, read all the notes, and do each exercise fully.
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Now's when things get real interesting. Go outside and start shadowing the same section again -- but this time, take the book with you. Make sure you're on a clear path without too many obstacles! Reading while walking isn't actually that hard, and while you might look somewhat strange to passersby as you walk at a brisk pace with headphones on while reading a book out loud, it's worth it! Trust me. This is where everything comes together: the meanings of the words (because you can see the English translation on the right in your peripheral vision), the pronunciation, and the spelling. So definitely don't skip this bit, it's the best part! Also works wonders on your hand-eye coordination ;)
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Rinse and repeat! Do the same process for the next 7- to 14-lesson chunk of the book. You can also experiment with different schedules, where one day you're working on the first step for one set of the lessons and the next day you're on step 4, for example, with a previous set...but honestly, I'd say in the beginning stick to a linear process. Go through each step in order for a given set of lessons, then move on to the next.
The method is actually quite simple once you get a hang of it. Essentially, you work your way step by step to full understanding, excellent pronunciation, and natural rhythm.
Here is a video of the professor demonstrating the method (as he mentions in other videos, you don't need to be on a bridge, it's just for the camera): Shadowing Demo. Here he's showing only what I referred to as steps 2 and 4.
This is him explaining the technique: Shadowing Discussed.
And here's an in-depth, step-by-step explanation, much like what I wrote above: Shadowing Step by Step.
Now as for other methods, there are two which I can recommend. One is called Scriptorium, also developed by Arguelles, and is excellent at improving your reading and writing skills in the language. Here's an explanation and demo: Scriptorium. It's pretty self-explanatory. Read out loud the sentence, write and read out loud, read out loud again.
This method might be overkill if all you're looking for is conversational skills in your target language. On the other hand, if you're going to move to or travel extensively in a country where they speak your target language, this will definitely be helpful.
The final method that I've used was inspired by Assimil's bilingual text format. What I do is choose a book that I know and love, find a translation in my target language, and read both simultaneously. I've always used Harry Potter and the Philosopher's Stone, as I grew up reading the series. By now, with 7 copies of the book in various languages, I know the story quite well and actually don't need to open the English version too much anymore, but essentially in the beginning you have both open and read one paragraph of one, then the other.
Experiment to see whether it's better for you to read first in your target language, then English, or vice versa. Also maybe a paragraph is too much or too little; try a sentence or two, or maybe page by page...whatever works. The better you are with the language, the bigger chunks you can read at a time. This method is really fun because you're reading something you already know and love.
A variation on this is to read a book in both language that you haven't read before, something in a field you're interested in.