I'm not a native English speaker either. For me it's been reading, reading, reading. I rarely ever look up unknown words. For me, it would take away the joy of reading. You still learn how to use words by encountering them repeatedly. I do sometimes look up some words before using them to make sure they mean what I think they mean. Watching movies is great - if you watch dvds, do it with English subtitles as it makes it easier to catch what they're saying (and you get spelling as an added bonus). Chatting w English speakers is also good as is reading newspapers, magazines, blogs etc. Generally, anything where you immerse yourself in English is a good idea. But in my experience, as I said, don't feel you have to look everything up or you'll drive yourself bonkers.
Also... This probably sound silly, but take some time to think in English. It really does a lot for your 'active' vocabulary. It worked wonders for my French.
Good luck!
ETA: my advice in regards to picking books would be whatever you enjoy reading because that way you'll want to stick with it. I cut my teeth on Jane Austen and fantasy because that's what I enjoyed. I think reading romance taught me most, though.... Anyway, I would avoid making reading a chore. Have fun, and you'll get a bigger vocabulary as an added bonus.