Some of these are specific to Japanese, but most can be applied broadly to any language study.

• Avoid doing anything requiring visual concentration after a study session! This stops short term memories developing into long term ones. So no Tetris after study! On the plus side, DO play tetris if you want to forget something! Playing Tetris can prevent formation of painful memories and trauma
• Teach what you've just learned to someone else. Even if the only student you can find is your pet or your reflection. Teaching others will help cement your new knowledge in your mind.
• Watch TV shows and read books aimed at toddlers and young children.
• Use as many senses as you can. The more senses you engage, the likelier you are to commit it to memory. For example, to learn the Japanese numbers, here's a technique I used half my lifetime ago, and I never had to study it again.
  Ichi ni (itchy knee - scratch your knee)
  San (sun - point to the sun)
  Shi go roku (she goes rocking - pretend you're a girl going to a rock concert)
  The more outlandish you make it, the likelier you will remember. This is the accelerated learning method.
• Write things out by hand. Keep an old fashioned notebook. Writing things out will help you remember.
• Use flashcards.
• Translate English songs and short stories into Japanese and vice versa.
• Learn your radicals. I strongly advise anyone serious about learning kanji to learn your radicals and components before you start learning full characters. Let's Learn Kanji is a good book for this, but there are free online resources if you're on a budget.
• Read bilingual books. You'll get a good feel for sentence construction and everyday phrases and vocab.
• Try to practise a little every day, even just five minutes on the commute to work (I used to do 90% of my study on the Tube!). Try listening to Japanese podcasts or conversations like these to keep things fresh.
• Use what you've learned! The kids speak a crazy mix of English, French and Japanese because I'm always using words from these languages in everyday conversation and they just ended up picking them up too. Something might be "kimoi" and making the kids say "akan!" and feel "malade". Of course you run the risk of being labelled pretentious, but who cares!
• Keep a diary in Japanese. Include the boring everyday things like brushing your teeth and doing the laundry. That way, commonly used words will become cemented in your mind.
• Above all, have fun! When studying becomes a chore, take a break. If you aren't gaining anything from it, you won't enjoy it. Having a defined reason for learning will keep you on track. WII FM -- what's in it for me?