Recent research may be mixed on the effects of crosswords on intelligence, but crosswords actually improve your vocabulary. By finding synonyms or antonyms and often having to deal with technical, legal and other complex or obscure terms, you will be increasing your knowledge and vocabulary repertoire.
Foreign language and ESL students often are encouraged to use flash cards to improve their memory and their word bank. You can do the same and benefit from this approach. In fact, depending on your level, you can use much more complex and difficult terms, and you will improve your recall of those words through repeated exposure of flash cards.
Reading is another excellent way of improving your vocabulary. Try to read a variety of texts -- be they legal, educational or business -- to become more familiar with technical terms in a wide range of subjects. Also, have a thesaurus handy to look up any unknown words and jot them down in your notebook.
Practice and learn new words by playing a game such as Balderdash. In this game, you look up an obscure term that none of the participants know, and they will attempt to come up with possible and plausible definitions. The other group gets to vote on what they believe to be the correct definition and may be fooled by some of the other invented or "fake" definitions. By being constantly exposed to new unknown vocabulary, you will incorporate them more easily into your vocabulary.