There is no substitute for hands on learning and playing IMHO. But seriously, the best way to learn depends entirely on you and what your individual learning style preference is. If you're the heavy thinker, deep reading type, then books may be your best bet. If you're a visual learner then CD/DVDs might be the way to go. If you're a tactile learner then a hands on class room environment might be best. But, what you'll probably end up with is a hodge-podge of all these.
Two bits of advice, be persitent, don't expect to learn it overnight, and use the built in help when you come across a term or procedure you're not familiar with (F1 on the Keyboard).
Happy Modeling
AIM: mhcannonDMC
"If you love your job, you'll never work another day in your life."