Thanks for the replies so far. I received Lingua Latina in the mail the other day and have started doing a chapter a day. Actually, the chapters in the beginning are too simple to do the chapter a day thing for someone that's gone through a Latin course, but it was fun reading something with ease (I almost forgot what that was like). I plan to read through the book in about a month.
It's interesting, Metrodorus, that you say you memory is visual when it comes to new vocabulary. I have noticed that when I learn a new English word I always visualize the object, if it's a noun, and I'm pretty sure that I even visualize the action of a verb. But then there are some words, like inexorable, that leave me baffled with respect to how I think about them.
One of my problems when I began Latin was that instead of visualizing the object that a Latin word referred to I would just link the Latin word to the English word; so caelum meant the English word sky, but not the actual sky that we see when we look up. I still find myself doing that when I get lazy. So I guess I might be a visual guy as well.
Underlining difficult words is great advice. Thanks for that. I had a textbook on Petronius that had facing vocabulary, and it was great because it would list one and the same word once, then a second time with a double asterisk, then a third time with a triple asterisk, and then it wouldn't list it again. That was pretty helpful.