Workouts for the Brain

Just like with fitness / health / strength, a lot of intelligence is genetic, and there is nothing you can do about that part. But, like with fitness, even more of it is environment/experiences, and we have 100% control of that.

All of these things will literally stimulate the creation of new neural connections, and (to a smaller extent) even brand new brain cells.  This has been definitively confirmed by plenty of independent tests (which is where the idea of "brain games" came from - although that is as yet unproven to be effective)

Plus, when you start to understand the underlying reasons for how things work, everything starts to make sense.  Once you learn the fundamentals of physics, mechanics, and chemistry, all mechanical things make sense, and you can reverse engineer anything, figure out how it works, and repair it.  Once you learn the fundamentals of human psychology and sociology, all human behavior makes sense, and you can avoid conflict and get people on your side, or at least their respect, no matter how different their life outlook may be.

Read - books, newspapers, magazines, fiction, non-fiction, classics, news, everything

Write

Learn brand new physical skills - juggling, sword fighting, slack lining, martial arts, unicycle riding, hand stands, sports, jump rope, cup stacking, card tricks, horseshoes...

Learn new non-physical skills - music, knitting, computer programming, a new language, reading braille, cold reading, clock repair...
Figure things out rather than looking them up
If that isn't possible, look up information rather than asking someone

Try to do something which you suspect you can't do

Learn about topics which don't particularly interest you

Take free online courses in a field completely different from the things you already know

(http://www.mrmoneymustache.com/2013/02/07/interview-with-a-ceo-ridiculous-student-loans-vs-the-future-of-education - see the very bottom for several options)

Do all math problems mentally first
Do as much as possible without asking for help

When something just won't work, try starting over and looking at it a totally different way

Use waiting time to solve puzzles (cell phones are useful here)

Take free online IQ tests (not for the score, but for the challenge and practice)

Try to remember things, and then recall them later
Rearrange things so that you have to relearn habits -

switch nightstand sides with your partner, instal the light switches so that down is on and up is off, or move the silverware to a different drawer

Use your non-dominate hand to do motor skills -

like unlocking the door, dialing a phone, taking a card out of your wallet, or using a spoon or fork.

Do brand new things
Do old things in a completely different way

Do ordinary every day tasks with your eyes closed (just not driving or bike riding!)

Do something ordinary as fast as possible

Do something extra carefully, so that it is 100% perfect the first time

Every once in a while, do something the hard way on purpose

Take a moment to think about what you are about to say before you say anything

Take a moment to think about what you are about to do before you do anything

ASK QUESTIONS - 

any time you don't understand, or don't understand 100%, or there is any chance you might be misunderstanding - not just don't understand "what", but also why, ask questions.  Ask everyone, about everything; ask so many questions that it starts to get annoying, and then, if there is any remaining ambiguity, ask more questions.  Never accept "that's just how its done" as an answer for anything.

Avoid stress

Get enough sleep

Consistent physical exercise
Learn all of the common human logical fallacies (http://en.wikipedia.org/wiki/Logical_fallacy), irrational decisions (try Predictably Irrational by Dan Ariely), subconscious prejudgments (Blink, by Malcom Gladwell),  advertising tricks, etc

Be self-aware - pay attention to your own feelings, and look out for prejudices, dogma, logical fallacies, etc.  Everyone has these things, but the more you look for them, the more you can avoid them
Read more

It might look like a lot of work at first, but learning is fun.  Once you get in the habit, it feels normal quickly.  And the effects will make literally every part of life better in every way, for as long as you live.