Speaking Spanish... 10 Not Necessarily Easy, but Definitely Effective Steps When Studying in Spain
1. Practice with locals
From day one, practice what you've learned without feeling it has to be perfect. Get over your embarrassment, accept that you have an accent and practice Spanish every chance you get.
As you get used to at least making an attempt to communicate with others you'll gain in confidence and improve much quicker than if you keep your Spanish to the classroom.
2. Check out the Spanish media
Read Spanish newspapers, watch Spanish TV, watch Spanish movies. Spanish television is still not the greatest, but Spanish films are getting better and are a good way to get your ear used to the language.
Make Spanish friends and practice Spanish as much as possible with your english-speaking friends. It's probably essential to make Spanish-speaking friends, since this will force you to make a bigger effort at using the language than you otherwise would.
There are INTERCAMBIO programs in nearly every city, gatherings where you can practice Spanish while helping someone else practice your native language with you. Ask at your school for this and similar programs
4. Live with Spanish speakers
Stay with a host family or live with Spanish speaking people. Like making Spanish-speaking friends, this will give you a greater opportunity to use Spanish in a real context.
Get interested in Spain's history and culture. This will make it more enjoyable and there are plenty of cultural trips organized by most Spanish language schools that will allow you to experience Spain's history firsthand.
6. Be diligent at school
Go to every class and do homework. Even if you don't do all your homework, at least make an effort to understand the lessons of the day so that you'll be ready for your next class. If your budget permits it, attend all the school-sponsored activities (many of these are already paid for with the cost of the course or very cheap).
7. Challenge yourself
Give yourself incremental challenges: shopping at the local mercado alone, opening a bank account, starting a conversation with an attractive boy or girl at a bar. This will also help you gain confidence ,)
8. Read in Spanish
Read a Spanish book. Most language schools and universities in Spain have libraries for their launguage students. Depending on your level, you can choose a simple book or perhaps one you've already read in your own language.
A good way of practicing is to read aloud to yourself, but you might have to get over your initial embarrassment in order to do this.
9. Get physical!
Get involved in a sport or similar activity with Spanish-speakers. This will put you in another dynamic situation where you'll be learning and having fun at the same time.
10. Get a job
Consider getting a part-time job or volunteering somewhere. Even a few hours a week will help you progress with the language tremendously, and you could also make some extra spending money.
If you have a student visa or are from the EU it's easy to get a job. If you didn't get a visa and can't get a work permit you still might be able to find 'unofficial' work, especially in bars and restaurants in tourist areas during the summer.