The most effective language tuition I've ever had consisted of daily one-on-one lessons with a tutor who would make me talk and correct me on the fly. If I made systematic errors, he would go over the point of grammar and we woudl do some drills. Every night I had to write a one to three page essay, which he would eviscerate the next day. Having studied a number of languages, I've come to believe that being forced to…
I've been in a few immersion programs, and they're all okay. The best I've seen was ulpan, in Israel. Recent immigrants are thrown together and taught Hebrew; since they don't necessarily have a common language, their medium of communication must be Hebrew. Since you're all learning together, mistakes are less embarrassing.
In all, nothing beats being there: you have to go somewhere the language is spoken and force yourself to be a part of it.