Read, read, read! Preferably novels from the Victorian era (published 1837-1901). Authors like George Eliot, W.M Thackeray, the Bronte sisters, Thomas Hardy (highly recommended!), Nathaniel Hawthorne etc etc
While being rather prolix, these novels have a wonderful array of words. Also, in my experience, in order to remember the meaning of a word really well it helps to see it several times in different contexts.
The reason I mainly recommend books written over 100 years ago is because since then the average person's vocabulary has gradually diminished -_- Back then words like capricious, prestidigitation or amalgamate were the norm, now if you use them in a conversation the person will most likely raise an eyebrow and ask what the heck they mean.
Reading some of today's adult books (don't get me started on teenage novels!), it's ridiculous how limited the word range is. Not to say they are bad, just less suited for your particular purpose.