In addition to the excellent suggestions above (Rosetta Stone, Yabla, etc.), if you live in one of the larger metro areas, your cable TV operator may offer special packages of foreign language channels. Here in the San Francisco Bay Area, for example, you can get channels in Chinese, Italian, Russian, Greek, Hindu, German, Tagalog, and other languages. Of course, you need to know some of the language in order to start making sense of what’s being said, but the TV is good for supplementing your study and for a kind of pseudo-“immersion”. I find the news programs to be especially good because they are likely to be talking about current news stories that you already know something about. That helps you fill in the gaps.
@AshlynM‘s suggestion of movies is also excellent because they usually have subtitles, which can help you along, provided you don’t depend on them too much.