The best way to learn a new language quickly and for free: ride the subway!! I discovered this trick when I was in Berlin in October, 2001. It was my second trip to Germany but my first in nearly ten years. I didn't speak any German, nor did I have any idea even how to pronounce much. But I took the S-Bahn and the U-Bahn, and as we arrived at every station I listened to the announcement and looked at the corresponding name of the station. It's amazing how much you can learn by riding the public transport in one week. Not only did I learn the words for "exit", "left", and "right" but also how to pronounce a lot of place names in German.
So of course this trip, I've been listening very closely, first on the MTR in Hong Kong, and now on the Skytrain in Bangkok. And it really helps! I still can't speak any Cantonese, and my Thai doesn't even have "left" and "right" yet, but just hearing the way the sounds are strung together, and putting those sounds to a station stop, it really helps me understand the language a little better. Now if only there were a Skytrain station named, "Do you have sticky rice and mango on your menu?" I'd be all set!