Years ago when I studied the French language, I used a combination of vinyl records and classroom study. although the classroom experience allowed interaction between students and the teacher, we were encouraged by our teacher to listen closely to those records and practice as much as possible with them to develop an accurate accent and pronunciation.

Personally I would have preferred to acquire the language just by listening to those records. It seems to that there were too many distractions in the classroom and not enough students wanted to actually learn the language accurately.

While in college I also studied French, and my language professors also persuaded us to visit the language laboratory where we could listen to audio tapes to help our accuracy of the language.

If you want to learn all forms of the language, then audio CD's may not be the best method. While they are the best method to use to speak the language properly, you also have to learn how to write and read the language. You would have to locate textbooks and work books in order to do this.

So in my opinion the best method to learn a foreign language is a combination of audio CD's and text assignments. Whether you choose independent study or classroom exposure is entirely up to you.