I agree heartily. Native speakers who are willing to correct you---and not default to some better, common language---are the best resource possible.

I've been in a few immersion programs, and they're all okay. The best I've seen was ulpan, in Israel. Recent immigrants are thrown together and taught Hebrew; since they don't necessarily have a common language, their medium of communication must be Hebrew. Since you're all learning together, mistakes are less embarrassing.

In all, nothing beats being there: you have to go somewhere the language is spoken and force yourself to be a part of it.