If money is no object, then I agree that full immersion by going to Italy is absolutely the best way. Next, IMO, is Rosetta Stone, but many people reading this might find it too expensive. Also, check out local courses in your community. For example, in San Francisco the Italingua institute gives Italian classes. For Greek, many Greek Orthodox churches offer language programs, etc. Also, check out your community college or university extension if you have one in your community.
I find that Pimsleur is OK but not as good as Rosetta, but as someone else said, you can often check these out from your local library.
A little-known series that I find excellent if you’re just getting started is the “Teach Yourself… ” series published in the UK. The titles are all like Teach Yourself Beginner’s Turkish, Teach Yourself Conversational Greek, Teach Yourself Italian, etc. It comes in a booklet with CDs, or you can get the booklet and the CDs separately, but I think the CDs are worthless without the booklet and vice versa.
Berlitz also publishes something similar (booklet plus CDs), but I don’t find them to be anywhere nearly as good. In fact, their Turkish one contains many mistakes and the CD is almost impossible to follow. Stay away from the Berlitz.