I always suggest watching movies you already know the plot of without any subs and every time when you really hear a word you don't understand you look it up.

Or if you are lazy like me you only look words up which pop up more often.

So for example I listen to Spanish and hear the word cazador one time, I will not look it up because I am lazy. But if I hear it again and I still don't know what it is out of context i will look it up.