Because I've lived so many places, I have had to integrate into different cultures pretty often.
For me, some of the best things I can do to help me integrate are to:
Accomplishing 1 through 4 is fairly easy. During my first two weeks in Ireland, I made sure I walked around everywhere to familiarize myself with grocery stores, my university and the local parks, for example. I also purchased things like bed sheets and plates, and I put up photos of my family. I then explored more of the country and visited museums and historic sites. On campus, I began joining groups for international students and for caving as well as an aerial (exercise/artform) studio off campus. I also began volunteering in the community.