What I've found so far in learning languages is that language is more like a skill than simple, crystallized knowledge. You can memorize all the grammar rules and the most used 10,000 vocabulary words, but that doesn't mean you're going to understand someone when they're talking to you or be able to talk back to them. Here's what I've found to be an effective strategy for improvement:
1. Start with an introductory text. Learn the very basics. It's not as important to memorize every little thing as it is to just get through it so you can keep advancing.
2. Get a vocabulary book, a reading book, a phrase book, and a grammar reference. Start by flipping through the grammar. Make sure you can recognize what the grammar expressions mean when you see them in context, in what you hear and read. Just get through it so you can move on to the next thing.
3. The vocabulary book has to have example sentences, or don't bother buying it. Your brain remembers things in context, and rote memorization isn't very helpful. It should have around 5,000 words or so. Study the sentences, recognize the grammar points you read about in the grammar text, and remember the words. Again, just try to get through it.
4. Even while you're studying the vocabulary book, read your reading book. It should have a page in your target language and a page in your native language. First read what's written in the target language. Write down new vocabulary terms. Translate the text to your native language, sentence by sentence. Don't cheat! When you're finished, check with the book's translation to see how your translation matched up. An electronic dictionary is very useful for this.
5. Go through your phrasebook and try to make sense of the vocabulary and grammar in the book. Remember the expressions, and become a good conversationalist.
6. The best way to learn is by teaching, so start a blog that teaches others the language. It really helps you fill in the gaps you didn't know were there.
The books I'm using to learn Korean are:
1. Korean Made Easy for Beginners
2. Beginner Korean Grammar in Use
3. Survival Korean Vocabulary (includes 6,000 words with example sentences)
4. An introduction to Korean culture and history published in both Korean and English
5. Lonely Planet Korean Phrasebook
6. Intermediate Korean Grammar in Use
Also be sure to listen to music and watch tv in your target language, which you can do on YouTube. And write things in your target language. Just Google, "journal writing prompt" and you'll get ideas for things to write about. Then have a native speaker correct your writing.
This sounds like a lot of books, but you remember things way better if you see them in multiple contexts. That and you won't get bored from studying just one thing.