I think some good pointers have already been made. As a comment on using anime for listening practice, as much as I think watching anime is a worthwhile use of your time to help in your Japanese studies, I wouldn’t exactly consider that listening comprehension. Because regardless if you use subs or not, it’s a primarily visual medium. So, you basically understand by seeing the action unfold on screen.
There are audio-only dramas you can look up in a variety of genres. Or Japanese radio talk shows. Podcasts etc., that gives a more direct training of listening comprehension.
I won’t say, don’t watch anime, because I think that’s also good. But if you do, there is no reason for you to do it without subs as they help you nail down what you tink you hear as much as the visuals already do. When you feel familiar with the boundaries of sounds, words and sentences, that @denzo described really well, you might wanna take the step away from visual media alltogether.
None of the listening materials I’ve used have had the text written down, so that takes listening and reading out of the equation.
As for “routine”, I used to get comfortable and actively listen (doing nothing else) to the Drama CDs I wanted to give a try. Often lying down and even shutting my eyes to focus more intensely on what I was hearing. That also helps imagining the story in question without getting distracted. I often listened to Japanese dramas like this going to sleep (when I couldn’t keep track of the story or understand what was being said, I’d pause and just go to sleep for real.
The next day, I’d look up some of the new words I caught but didn’t understand. But, I wouldn’t stop as the story unfolded in real time. I’d rather aim to understand the gist of things when it got hard to follow and just try to retake lost ground later on in the story.
I feel like that skill, to ignore anything you don’t understand and instead focus on what you do understand, is really important to learn to improve listening comprehension. It helps you “relax” your ears while listening (don’t know if that made sense ).