Haha, well, I studied for a couple of years during university, and my comprehension improved once I discovered anime/manga/etc. that I actually liked. A big part of it is just developing an ear for the language and practicing what you read and hear.

Of course, you need to bear in mind that 1) I'm that annoying bastard who never showed up for classes yet somehow managed the highest grade in the class, and 2) my Japanese still needs major improvement.