I use the Anki database that uses flash cards, which you create. You put a word you are trying to learn on one side of the card, and the meaning on the other. You can do principles of grammar the same way. If you work through a course, such as the one by Helge Fauskanger, you can enter the vocabulary words and grammar rules as you work through each lesson, and Anki will help you learn them. 

I don't try to memorize words etc., it never worked for me; and as Sindarin is very incomplete, it probably would not make much sense. I am trying to read as much of the original sources as I can, to understand Tolkien's way of thinking. And the best practice for me is trying to write or translate texts.

Different pedagogical methods work on different people. I work best with a mixture of rote learning and putting it into practice. I also found that teaching my own students actually helped enormously - having to explain a concept to somebody else cements it in your own mind quite effectively.

I translate texts and songs, and when I'm out in nature alone, I try to find the words for the trees and flowers et.c., or simply describe them if I don't have a name for them, e.g. yellow flower, small stream, wooden bridge. What I've also found helpful indeed is my chats with Ekin. We frequently speak neo-Sindarin with each other. It usually works for twenty minutes before we need to discuss the words in english insetead of actually speaking Sindarin. This is a bad way if you want to avoid neologisms though. 

I found that translating and studying a little every day helps me the most. I try to understand things that others have written, and I write my own stuff. Even if it's really silly stuff like, "Ni lom, mudassen anann sîr."