Yes Pimsleur Tapes/CD's are IMO the best self learning lang materials money can buy. And a price to match unfortunately (retail price is well over $200 for a 15 cd set, and there are three sets- level 1, 2, and 3). But they may be had at your local library- that's how I discovered them when I was living in northern Alabama. You might try several libraries if need be. If not, the cheapese place I know that sells them is
www.bigredgarage.com (I can vouch for them having bought from them once). If you're concerned about dropping alot of money on something you're not sure about, pimsleur also offers starter sets for cheap (I think $20 to $50), and last I remember, you can get a rebate if you later decide to get a full set.
After those 3 sets, I recommend the "Side by Side Bilingual Books" series (also discovered at the 'brary). For example:
http://www.amazon.com/exec/obidos/tg/de...844208124/104-6497724-4891159?v=glance
which is the book I own, but there are others.
Also, a really good way for lang learning is closed-caption television (i.e. Spanish lang tv programs with spanish subtitles). If you're living in America it may be difficult to set that up, so maybe you can cut a deal with someone overseas to record programs for you for compensation. DVD's may be another option. For example, Apollo 13 has Eng/SP dubs and subs, but the subs don't match the dub unfortunately. But I think if you order "native" overseas DVD's, the subs will match. Worried you can't play them? Don't! Use this freeware (formerly payware!) for windows:
http://www.remoteselector.com/
Even if you're drive isn't region free it works- I can vouch for it.