What you really need:

Flash cards
Learning vocabulary in a new language takes time. Now there is no law that says you cannot study vocabulary efficiently in the time you have available. Use flash cards. You can buy them ready-made or make them using your computer or just plain paper. The trick is to take them with you everywhere you go so that you can study vocabulary whenever you have 30 seconds available. No need to put aside an hour of peace and quiet to study vocabulary. Save that for listening to tapes.

Language tapes
You will need as many good language tapes as possible. Do not waste money on "miraculous" programs that claim to teach you how to speak a language with 5 or 10 tapes. What you are looking for are programs with 25 or 100 tapes. That's right. Only with many tapes will you be able to get enough practice in the target language from your home. Please note that most of the programs sold in bookstores, even language bookstores, and on Amazon are commercial, mainstream programs with only a few tapes. For each language I reviewed I indicated the most complete tape-based programs and where to buy them.

Phrasebook
If you plan to use the language actively for practical purposes (i.e. while travelling), a phrasebooks is handy. If you have to wait until you master enough grammar and vocabulary to try and cook your own phrases, that can take some time. You can save time with a phrasebook. Good phrasebooks have useful phrases, not "Waiter there is a fly in my soup" phrases. They should also include pronunciation, if possible using sounds from your native language to translate approximatively sounds in the target language.

Manual
This one of these books that teach you the language from scratch, lesson after lesson. That is where you will learn about the target language grammar. Grammar books proper are not so useful for the beginner, as they do not prioritize the material and go into too many details. There are good manuals and bad ones. I tried to recommend the good manuals for each language reviewed on the website. In case of doubt, do not trust the best-selling list of Amazon nor what the bookseller says. Trust only advice from people who did study successfully the language on their own. The only thing you can be sure about best-selling books is that they sell well, not that they are any good for your purpose. The vast majority of the people who buy these books will never finish learning the language anyway.

Good dictionary
Yes, a good one. You'd be surprised at the crap people dare to sell. And dare to buy. The dictionary you want should be English-Target Language and Target Language-English. If your mother tongue is not English, use one in your mother tongue, no matter how well you think you speak English. If you can compare several dictionaries, look up the same rare word in all of them. Take the one that gives you the longest definition, if possible with examples, pronunciation and idiomatic expressions. If you buy only one dictionary, you must make sure it will contain as many words as possible back and forth. Do not buy a travel dictionary with short entries and few pages. You can always buy such a dictionary later, when you travel to the country.

If cost is no object (you have a large budget), you can buy a language software. Don't believe what they say on the box though, all they do is provide, at best, a few hours of entertaining practice of your target language.

Oh, I forgot. Never, ever believe what you hear from language program salesmen, monolingual bookshop attendants or Internet language bookstores. All they want is sell you a program. The more expensive, the better. They have no clue whether they work or not, and they don't care. People buy them and stop in the middle of the program. They are too ashamed to come back and complain that "it doesn't work" or "the material covered is not very extensive". So even if they wanted to find out how effective their wares are, they could not. If you find a shopping attendant that learned to speak fluently several languages with self-instructional programs, tell me.

To find out which programs are worth the money, visit discussions forum specialized in the language you want to learn. Read my review of your target language. Visit University websites where the books recommended for language students are listed. But don't believe the salesmen.