www.interpals.net this site lets you talk to native from their country as a language exchange it is free. If you have a Skype account you can talk in real time to practice and learn from.
You can search on Youtube and learn as well some of the stuff is actually pretty decent.
If you have an Iphone there are some apps you can use that are not to bad for the price.
Most books teach you some phrases and come with an audio cd that is ok but really not worth the money in my opinion.
Rosetta stone sucks for the price it cost you are better off taking a course at your local college which is cheaper and you can learn how to read and write with it.
www.mysoju.com is a website that has asian drama shows. You can watch it listen to it as a way of immersion watch to much and you will start thinking in the language.
Learn Hiragana first Katakana second then Kanji third.
If you have a nintendo ds they have a myJapanese coach it is actually not to bad considering it is a video game and $20. It speaks to you and teaches you grammar,hiragana,katakana and most important how to make a sentence.
There are some good books out there as David said some decent ones at the book store.
The 3 I would suggest are 1.a phrase book 2.a grammar/vocab book 3.a Hiragana/Katakana book.
You can find some things at your local library some not so good some pretty decent.
Gambatte