There are many ways to learn a foreign language. They all involve persistence and dedication, but if the learning style you choose fits your personality and preferences, then the process will go much faster and be much more enjoyable for you.
Some people prefer the analytic approach, memorizing grammatical structures like syntax, verb conjugations and vocabulary before actually practicing speaking. This is inexpensive, because books are the best approach for this. It also eases you into the language with less risk.
Others prefer to listen and observe native speakers and to imitate them by repeating phrases in dialogues they listen to. Audio offers the advantage of being able to listen unobtrusively while traveling, for example. Video offers the advantage of watching the speaker's mouth and lips as they produce the sounds of the language.
Still others prefer direct immersion, which involves spending time with native speakers in an environement where the learner agrees not to resort to using his or her own language. This is the most expensive alternative, since it usually involves schooling in a country where the language is spoken, or staying with a local family that doesn't speak English. Some of these styles work better at different stages of the learning process than others. For example, direct immersion works best if you have first acquired some basic vocabulary and grammar.
The best approach, however, is a combination of methods, because this increases retention of the material. That's why audio and video are so popular. They usually offer some initial instruction in grammar and vocabulary, listening to native speakers, repeating what you've learned, and testing with a choice of possible responses. A varied approach will keep your interest longer, making the discipline of language-learning easier and more enjoyable. Seek out variety and use your imagination.