Increasing the size of one's vocabulary, also called vocabulary building, is generally considered to be an important part of both learning a language and improving one's skills in a language in which one is already proficient.
The Century Vocabulary Builder by Garland Greever and Joseph M Bachelor (1922) provides timeless advice on how to build your vocabulary. The later chapters are particularly useful.
I have added better version of the book in Mirrors. Please use that version (of 970 KB) instead of the one in agree button. This book is very good and worth taking a print out. All the exercises from chapter 5 are excellent.