living there is the best way (immersion). 2nd best is in-person instruction one-on-one with a native speaker (check Berlitz programs - they are excellent but pricy:
http://www.berlitz.com ).
next best (and cheaper) are open-enrollment college courses.
next might be interactive software programs with voice/pronounciation recognition and correction. check out some off-the-shelf courses, they are out there.
finally, via books.
books and tapes are difficult to judge or rate...but the feedback I always get from people is that berlitz, whether it be in-person or self-study, has the best courses. so I guess I'd recommend looking for their material, since it's widley considered a standard. put it this way: When a company has to expatriate their executives to another country...they enroll them in berlitz programs.
not that I'm pushing their business, but it's just fact. one thing I always thought was a neat policy (and one of the reasons they are expensive), is that if you want to learn a particular slant to a language like "kansai-ben" Japanese (Osaka accent), they will provide a suitable teacher to do so. If they don't have one, they will hire one. very cool policy.
one other and un-orthodox way, is to find a japanese society group in your area and ask around for a tutor. you may find a native speaker who wouldn't mind informal tutoring for a reasonable fee.
hope that helps...gambatte!