Read. Read a lot of books.
When I was going through school growing up, I was always ahead of our class Vocabulary Assignments because I was always learning my vocabulary through reading. While my classmates barely read the required sections of our reading textbook, my family went to the library every weekend for another set of books. Children were limited to ten books at a time, so my brother and I would each get ten and return them for another ten each weekend. (Now that I can buy books, I'm running out of shelf space.)
I prefer fiction (especially scifi and fantasy) because I like adventures and relationships, but you can build your vocabulary with either fiction or non-fiction. Either is probably more fun than reading the dictionary or encyclopedia (which my father did when he was young), but those would work as well. Dad complained about the first encyclopedia on CD, because you can't simply read it from beginning to end - you have to search specifically for what you want. If you don't know it's there, you'll never find it.
For pronunciation, yes, you'll want audio sources. TV, radio, or audiobooks will help, but if you need to become more comfortable speaking the language, there is no substitute for getting together with others and speaking.