Here is a link to an article which gives good advices about improving your vocabulary.

I can think of another game you can play, even if you are not in the ESL classroom.  If you are watching TV in English you can do some things to help improve your pronunciation and listening ability.  When you hear a new word that you don’t know, try to spell it.  You can use a pen or your electronic dictionary.  The more words you can find the better.  This will help your spelling, but also your understanding of the relationship between spelling and pronunciation.  Practice pronouncing the word as your look for the spelling, this will help.  You can also look for a few different possible spellings.  Good Luck!!