I feel your pain. ^^ It's very difficult to find a good way to pick up new vocabulary. And kanji is easier to learn if you've already seen vocabulary it's used in. I was using the Kentei and JLPT schedules to pick more up, but the Kentei schedules always felt a bit iffy about the usefulness of the vocab, since it always felt a little thrown together and I never knew how common all the words were in actual usage (and kanji choice).
I don't think I've seen any vocab-based games, though I'm sure they're out there... I'm just not sure what they would have at a level useful to a non-advanced Japanese student. I may look around for one, actually. My Japanese Coach has a lot, but is frustrating beyond words to use. Hopefully they will release an Intermediate edition as they have for other languages, and that will be less annoying. xP I may find some time in the near future to swing by Kinokuniya and see if I can hunt up affordable study options there.
One thing I will say is that the kanji games can actually be good for picking up vocabulary, since they include kanji compounds often used in actual sentences or even paragraphs - even if it is only three or four per character. I've loaded up all the compounds drilled in Kakitori-kun 一年 and part of those in 二年 into a custom list (there's a lot, so maybe I should have broken it down more, at least until we can set schedules for lists?), which is currently private but I could make public, to pick up the additional vocabulary I didn't already know.
I would say, take something you want to use/read anyway, and start loading up vocabulary from that into a list. Some of it will probably be specialized terms, but a lot of it will be common ones. I did that with my craft stuff (though I haven't loaded most of it up here yet), and I can read just about all of it without looking anything up - and a lot of the special terms are special uses of normal terms, so it makes it easier to learn those terms as well (通す as "to let pass" or "to let (someone) through" as opposed to "to string (a bead)", for example).
Radicals are easy enough to learn if you use that vector on kanji quizzes and are strict with making sure that you identify it before you choose the answer, though I wish we had a fill-in-the-blank option for that.
I've never figured out a good way to really work on grammar outside of a classroom situation (or other situation that provides feedback). I really don't know how to go about doing it, especially learning it in the first place.
Ach. Colloquialism. To be able to learn that more easily... I look forward to culture class at least half in hopes that colloquialism and pop culture references aren't so lost to me most of the time. ^^;;
I believe you were the one who recommended それいけ! to me, right? (love it, by the way, and I've picked up a few things from it) Start with that, or with any of your other games (Kanken's 読み1 comes to mind, with its paragraphs of simple sentences). Look up all the vocab you don't know, look up grammar things you don't understand, and hopefully it will help. I imagine you already do, but make sure you're actually paying close attention to all of it and actually catch everything, instead of just getting the gist, and understand why they said things the way they did. Just seeing it all used correctly (while actually recognizing all the pieces - that's important) will help you start applying it correctly on your own, because it will echo with your subconscious and feel right. It'll take a while and goes really slow at the beginning when you have to look every other word up, but it's helped me in the past.
Unfortunately, it's difficult for me to think of ways to study effectively that would apply to you, since I'm at a more intermediate level, and most of my efforts at this moment are on learning kanji and kanji readings (I have to know all the elementary school kanji by the end of term, and I think I only know how to write about 350 at this point... and I'll be taking organic chemistry and physics at the same time as the advanced Japanese class. I think I may be screwed). A really long post for not having anything useful. Sorry! Hopefully someone else is somewhat successfully going through the self-study thing and can help you out more.