Are you trying to improve your verbal score on the SAT score or something?
When I took my 1st SAT my verbal score was average. My vocabulary really wasn't that good. But then I just started reading a lot of books, good books. Good books are the classics, such as Great Expectations, Tale of 2 Cities, War and Peace. Basically, books written by old well known authors are good. You'll find a lot of words in there that you don't know. Whenever I saw a word I didn't know, I wrote it down and looked it up later. This way, I was able to build my vocabulary tremendously. The next time I took the SAT again, it was no surprise that the verbal section all of a sudden was hella easy coz I knew almost all the words, thanks to my reading. I'm proud to say that I improved my verbal score by 200 points (from 530 - 720).
So, I think basically if you make an effort to encounter words you don't know, and then looking them up later, you will build up your vocabulary. Reading books is better than reading a dictionary. You will see the word used in it's appropriate context if it's in a story. And who the hell wants to read a dictionary???