As I am a language geek, in the beginning I was trying to learn as much as I could at home, with talktomeinkorean, livemocha, learn-korean and some books that my parents had bought me, but it wasn't easy at all, so I decided to start a Korean language course at King Sejong Institute. I'm so glad I did! Not only I have language classes with native speaker (in Korean only!) twice a week, but also some classes of Korean culture, evenings with Korean movies as well as practical workshops, for example with Korean cooking. If you have any opportunity to study Korean at King Sejong Institute - do not hesitate guys, it's really worth it :-)!
If you already know some Korean, you can also use livemocha.com to practice your speaking and writing. Although the language course they're offering there is not so good (it's too difficult for beginners imo), if you have any knowledge already, you may find their exercises useful, and native speakers will check them for you, rewrite or give you some advices. The best part - it's FREE :-).