I have not used Rosetta Stone, but I have heard from several people (now Jammy included) that it's both very expensive and not all that effective.
Language classes were actually an Achillies Heel for me in school. I don't exactly know why, but I found it to be very difficult to learn in the way presented in a classroom. I took a few years of German and a few of Japanese, and now as an adult, I couldn't even hold a basic conversation in either, nor read a newspaper.
However, my little sister is actually very, very good at learning languages. She speaks 5 fluently (and can, as a consequence, figure out a few similar ones to those 5). She's one of the people who hates Rosetta Stone with a passion. She teaches herself, and has it down to an artform.
Just this past year, I've set out a goal of mine (which is completely unrelated to anything else in my life other than to prove a point) to prove that I acutally could be bilingual. Because ya, I don't feel like I'm not intelligent, but I do feel like I've never been given the right chance to succeed at this. So right now I'm in the process of learning Russian. It's been about two months, and already I am able to handle it much better than I ever could with German or Japanese.
School textbooks tend to be pretty horrible. You know, the ones with the little fictional characters, their houses and lives, and such. You learn words for different types of food, crazy bathroom appliances, government buildings, etc. But there are more mature books out there, geared toward adults, which kind of cut the cutesiness and really teach you the grammar of the language properly.
So I'd suggest that if you really want to learn a second language, try this approach:
1) Try and make a list of 1000 words that you'd say you most commonly use in English. Also, look up on Wikipedia (and they have lists for most languages) the most popular 1000 words in that language. These are the vocabulary lists that you SHOULD be using. Not the stuff school textbooks throw at you.
2) Try and get a book like I described above (I know Penguin, as a publisher, makes some decent ones) which really focus on the grammar of the language. Without a solid understanding of the general rules, then you'll try and superimpose English ones onto the language, and only confuse yourelf more later.
3) Find popular music written in that language. Listen to it a lot, and learn the translations. This will help you get a feel for the pronunciation of words, be an easy way to learn even more vocabulary, and arguably most importantly allow you to see how words and phrases are used socially, as opposed to how characters talk to each other in textbooks.
These are just a few ideas, but they were suggested to me by my sister, again who is good at this thing, and they seem to have been working really well for me.