While riding the train or car, walking down the street, waiting in line, etc. simulate conversations and dialogs in your head. Carry a pocket dictionary/grammar book with you for this purpose. Talking to yourself out loud while showering will force you to voice sentences without making you feel ridiculous.
Repeat and memorize whole sample phrases and sentences which embody grammatical rules. Grammar requires calculation before speaking, so speak from a memorized sentence pattern instead. Make a quota of phrases or sentences to memorize per day, depending on your schedule. For most people, memorizing 1 or 2 model pattern sentences everyday is not too difficult. Learn poems that appeal to you, and "ham" them aloud.
Most new languages contain unfamiliar sounds. Practice them ad nauseam! Make yourself drill sentences full of new sounds and repeat them all the time. For instance, in French, "Il fait de la voile" can be used to practice French "f"s, "v"s and "d"s, or "un bon vin blanc" for French nasals.
Listen to audiobooks in your target language. Free audiobooks from the public domain, like those provided by LibriVox, are a particularly interesting (and affordable) option since not only can you listen to literary classics for free but by also downloading the free ebook (from, say, Project Gutenberg) you can read along as well.
Watch movies in the language and pretend or imagine that you already understand. Children assimilate languages unconsciously. TV shows and radio broadcasts are also good ways to practice a language.
Get the melody of the language by listening to songs you like and singing them. By doing this, you can reduce your accent and almost unconsciously memorize a lot of phrases. Get the lyrics though, it may be very difficult to understand the song without them. When at the very beginning learning the language, learning children's songs may be very helpful (and can be very amusing for the learner, making them easy to remember).
Listen to radio broadcasts in the language through the Internet. It is not important that you understand every word, or even that you actively pay attention to the broadcast. Rather, a good idea is to have the radio on in the background as you are doing other things. This will allow you to get used to the sounds and intonations of the language, and thus be able to isolate individual words from a general stream of spoken language. The Deutsche Welle's slowly spoken news reports (in German, of course) or the Polish Radio in Esperanto are both good examples of what you can find out there. The International French Radio , just like the BBC  also offer broadcasts in 19 languages, including one in "easy french".
Watch English movies subtitled in the language and vice-versa.
Use your computer to help you learn a language by installing programs or games using your target language. For example, if you use the Firefox web browser, you can install a version in your target language, or if you use the Opera web browser, you can easily change the interface language in Preferences. If you use a Mac, open System Preferences, select International, then Language, and put your new language at the top of the list. (Then everything that can will appear in your new language.) . When installing an operating system, there is usually an option to pick a language or languages to install: Most Linux distributions are straightforward in this respect. Please note however, that even though Microsoft Windows allows certain language support options via Regional Preferences in the Control Panel, this does not change the language of the interface nor of the included documentation.
Speak with a native speaker. Often there are local gatherings of native speakers for the sole intent of speaking. Listening or participating can be useful.
Tandems (regular meetings with a partner who speaks another language) are often useful. This is also known as language exchange. E.g. if you know English and are learning Polish, you can meet weekly with a Pole who wants to practice their English. Talk in Polish for the first half of the meeting, then in English for the second half. But be aware that trying to do this with a friend who already shares a common language with you can be less effective, since you may both be tempted to just converse more easily in the common language. Finding a stranger (through local universities, advertisements, or language communities) can therefore be more effective. If you cannot find native speakers of your target language in your community, you may be able to meet people online. See resources below for more information. Depending on the chemistry between you and your partner, you might find it awkward with little in common to talk about, or you might become great friends and have some interesting conversation practice. You can improve your chances by agreeing on a topic beforehand and coming prepared with questions. This is especially true if either or both of you are beginners in the foreign language.