I would recommend learning the basics in a class. I'm not saying that it's impossible to learn it on your own but if it comes down to which is easier, being in a group of people in a similar situation, and with someone who has the answers to your question far outweighs learning it on your own from books and CDs.
I attended a Japanese international school for a year, and went through 2 and a half years of Japanese Saturday school in London, and this pretty much had me covered for the basics (hiragana, katakana, scentence structure, and kanji basics). However at the time I was very lackluster and to be honest I paid no attention in class, so if I had tried the outcome would have been better.
Past this point I have learnt Japanese by myself, first by translating a lot and later through making a lot of Japanese friends over the internet (online games, lol).
Translating was great for learning words I didn't know, looking them up every time and seeing how they were used in a scentence is useful, otherwise translations would be terrible, since you would need to fully comprehend the scentence to be able to find suitable words in a different language.
Talking to a lot of Japanese people is great for practical use, although I have yet to find a good way to practice speaking (until February, that is!), forming your own scentences and reading/understanding what others say will really beat the language into your head, as has been said before, immersion is really the best way to learn any language. Also since this has been online, my kanji reading has come a very long way. Due to typing the language on a computer though, my writing is still very much lacking. This too, hopefully, I will overcome after the move!