One way that I've been able to do this is by basketball. I've begun practicing with a team and it's been great so far for getting practice in both listening to French and speaking.
Probably the neatest part of this opportunity though is that the coach is from the same city we're moving to: Thies, Senegal. Last night, she was trying to teach me some Wolof phrases (the main African language in Senegal) using French (she doesn't speak English). Needless to say, we didn't cover much.
It's pretty cool to think that playing basketball is a great way for me to achieve my main objective in France, learn French. It doesn't hurt that I'm getting back in shape at the same time either (actually, it does kind of hurt today).