Read as much as you can and pay attention to word choice. Whether you're reading an article, novel or poem, the writer has chosen her words to relay a message. When something is unclear, often the writer has failed to select the proper word or words. Write or highlight any words you don't understand.
Look up the unknown word(s) in a dictionary or online. Speak the word and the definition out loud. Write the word and definition on a note card, writing the word on one side and the definition on the other. Also look up synonyms for the new word using a thesaurus and write down a few of those words on separate note cards.
Quiz yourself daily using the flash cards. Look at the word and say the definition out loud. Flip over the card to see if you're correct. Pair up with another person to make it more interactive.
Purchase a word-of-the-day calendar or sign up for a program online. Say the word out loud, as well as the definition. Add the word and definition to your flash cards.
Use the new words in daily conversation. You don't have to be pretentious about it. If someone asks why you're using a particular word, let him know you're trying to build your vocabulary and share the definition.