Don’t think about it as “language learning” or “language study”. That is not how humans learn languages. Think about it as “language acquisition”, something you will pick up over time. There is a bunch of research about this, much of it focused on classroom methods, however. Search for books on “second language acquisition”; but the only popular science book I know of isn’t coming out until August: http://www.amazon.com/dp/0262029235/
All humans learn languages by interacting with other speakers, constantly attempting to communicate more successfully ourselves, and trying to understand the communication of other people.
As adults, we have a harder time perfecting the target language’s phonology (or perhaps this just tends to fossilize), but we have a huge advantage in learning the grammar/syntax of the target language, because we already know about such things in our own language. We don’t have to make the massive cognitive leaps that children do—we’ve already done that. This is what all the emphasis on grammar exercises is about: trying to supercharge our language learning ability. But it has to be built on a foundation of interaction, comprehensive input, and effective communication.
Learning a language to near-native fluency levels is a years- or decades-long process, and most people will stop at a level that they find “good enough” and let their second language fossilize. And there’s nothing wrong with that, it probably is indeed good enough!
It’s a question of continually finding new motivations, and motivation over a long period of time, of setting new goals, and especially establishing an identity as a person who speaks that language. Just have fun, keep it interesting, engage in it constantly (or intensively). You’ll be more likely to keep at it if you enjoy it and don’t look at it as “miles of crawling through the shit”.