Most students find listening a difficult skill to acquire. As such, it's important that we mix a variety of bottom-up and top-down exercises into our lessons. These give variety to the material, and interest, as well as offer new challenges to the students. If you're not sure on the meaning of either technique, take a look on Google for an article or two.
I always incorporate some form of listening activity in each of my lessons. Of course, as you mention, students can listen, answer comprehension questions, and then repeat for pronunciation and intonation practice. But instead of comprehension questions, students could also listen for specific words (e.g., adverbs), grammar points (e.g., present perfect tense), or discourse markers (e.g., firstly, consequently, etc.); this provides an entirely different focus to the activity.
Let's not forget, though, that simple Q and A drills or activities also provide listening practice. Whether I ask students directly, or I structure into the lesson an interactive drill, an interview, debate, or role-play (just to mention a few examples), the students have to respond to the other's language. In doing so, they build listening skills.
Here are a few other ideas, which I'm sure others can add to:
1. Dictate words to be used in a word search. Students listen, write down the words, and then confirm their spelling in the word search.
2. Pair up students. Give student A a short story (let's say, a terrible weekend) to read to his partner. Student B listens and takes notes, and may ask clarification on any words or sentences at the end of the monologue. Student A then asks comprehension questions. This gauges listening ability, but also forces Student A to read clearly. It lastly takes the activity out of the hands of the teacher, thereby raising the students' talk time.
3. Students listen to a dialogue read aloud, but with the sentences out of order. For the first step, students simply identify the speaker. For example: Is it the clerk or the customer speaking? Why?
For the second step, hand out a worksheet printed with the same conversation, but with the individual lines of dialogue out of order. Students scan the sentences for two minutes, turn the paper over, and listen to the tape.
Step three has the students trying to assemble the dialogue in the correct order. Repeat steps two and three a few times, then compare the answers as a group. Obviously, the dialogue shouldn't be too long, and students should have the opportunity to practice it. Additionally, by listening several times, much of the key langauge has become automatic. The students, as an extension, could even continue the dialogue... but that's subject matter for another post!