First of all, good tools and methodology should be the key to do anything. I myself is not a native English speaker, I started learning English at the age of 9 which is grade 5 in primary school. I had interest and probably some gift for English. I 'dramatically' won the 1st prize in an top level English Contest held in Shanghai, 1992. Appeared on TV and newspaper, that was a stunning incident in my life. However, I haven't got any more glories due to my own laziness and the education system. Ok, let's get down to business..

So to sum up, good toolkit should be the most important thing for improving English, like a paper dictionary or a PDA/Mobile device, as well as good dictionary software on different OS.

All about learning and improving English, useful tips, tools.

Online Dictionaries:

Longman Dictionary of Contemporary English (My personal favourite, bookmark it, seriously)
http://www.ldoceonline.com

Oxford Advanced Learners'
http://www.oup.com/oald-bin/web_getald7index1a.pl

Client:

GNU/Linux

Longman Dictionary of Contemporary English 5th (LDOCE5 for GNU/Linux)
In the DVD-ROM, there is installer for GNU/Linux and Mac OS X in addition to the Windows version! Buy LDOCE 5th Paper+DVD for just less than 20 pound from book depository.

Stardict
http://stardict.sourceforge.net/

Stardict is a cross platform dictionary app. Offers a lot of dictionaries free of charge.
To install dictionaries, do this:
tar -xjvf a.tar.bz2
mv a /usr/share/stardict/dic

Mac OS X

Built-in Dictionary in OS X Leopard and Snow Leopard. Check this page for more details: dictionary
Longman Dictionary of Contemporary English 5th (LDOCE5 for Mac OS X)
Mac OS X version included in the  DVD-ROM, there is installer for GNU/Linux and Mac OS X in addition to the Windows version! Buy LDOCE 5th Paper+DVD for just less than 20 pound from book depository.
This is crap! Kingsoft Powerword for Mac OS X beta: http://mac.iciba.com/

Windows

Longman Dictionary of Contemporary English on CD (Bundled with LDOCE paperback)
Kingsoft Powerword 2009 Oxford Version (88 CNY)
Kingsoft Powerword 2007 with customized OLAD
Google Powerword (free client from Kingsoft)
Collins Cobuild 4th Edition
Oxford Advanced Learners' Dictionary 7th Edition on CD (Linux install scripts seen on the disc but I haven't tried.)
Stardict for Windows
Babylon (very good dictionary app on Windows)
Lingoes