You almost have to do it that way, don't you? The only other way would be to have someone pronounce the kana in front of you (or have a sound file do it) while you're looking at it. At least those are the only ways that occur to me.
I think Romaji's still useful for first learners, because that make people 'less scared' of the language. However, when you start learning further, you need to practice a lot and you cannot avoid hiragana and katanana and eventually kanji.