Watch the mouths of native English speakers. Pay attention to how their lips and tongues move. Imitate these movements when you are speaking. Ask for words to be repeated so you can see how they are formed with the mouth. Seeing how the words are formed while they are being spoken will allow you to gain a better understanding of how to pronounce the words.
Spend 20 minutes a day reading aloud. Take your time as you read. Pay attention to how your mouth is moving as you read the words. Read from a simple children's book at first so that you do not become frustrated by difficult words. As your lips forms the words you are reading, you are training your mouth better pronunciation of English vocabulary.
Slow down when you are speaking. Take time to enunciate every word when you communicate. Over-enunciate if needed. Your accent will not seem as thick if you are taking your time to speak. You will also get the satisfaction of knowing that you are understood as you speak English.
When you are in class, ask to feel the neck and lips of your instructor as he or she pronounces a word. When you do this you are able to feel in the throat the word comes from. Pay attention to the amount of air that comes from your teacher's lips. This will help you know how much emphasis you should put on the word. Imitate both place of sound and amount of air in your pronunciation. You will hear a difference.
Listen to all the English you can. Listen to English radio. Listen to how English speakers talk in the stores. Listen to the news everyday while you are fixing supper. Randall's ESL Cyber Listening Lounge is a resource that allows you to listen to everyday conversations and gives you quizzes to test your comprehension.
Make sure that you pronounce the ends of English words. It is better to over-pronounce the word than to under-pronounce it. Pay particular attention to the pronunciation of "ed's" and "s's" as these letters are often dropped when ESL speakers are conversing.