1) WRITE, LOOK, COVER, REPEAT (WLCR)
This is the ultimate classic. For me, vocab learning has always been a notebook and pen type exercise. The physical motion of writing something down is very useful as it satisfies the needs of haptic learners. Take a pad, draw a vertical line in the middle and write the word on one side in your native/source language and on the other side in your target language. Memorise the list, then cover one side and tick off all that you remember. Then repeat.
Supercharging your WLCR
Add another Write step for all the words you couldn't remember first time round, then start again. And repeat. The list of words you can't remember should get smaller every time.
Satisfy your aural learning style through the version write, mumble, cover, repeat - speaking out each target language word every time. Or record them all and listen back to the vocabulary list a few times.
Colour code your list, for example to highlight different genders or word types. (Thanks to David Casey on Facebook for this tip!)