I've been studying Japanese on my own, and I've tried all the methods. Rosetta Stone is a complete waste of time (and a waste of bandwidth for my torrent server). Pimsleur is okay, but it goes very slowly through the material. I would recommend buying the Japanese for Busy People books (Kana version) after you learn how to read the hiragana and katakana. Just go through the lessons and learn the vocab (I wouldn't concentrate too much on kanji now though). I stream TV shows from Japan (news, game shows etc...not anime!). This helps with listening comprehension. I also take part in language exchanges on:
Language Exchange Online via Skype on the Mixxer
You basically talk to people on skype, teach them your language and they teach you theirs. This builds up listening/speaking comprehension while having fun and meeting new people too.
Good luck with your studies!