What's the best way to learn to program?

LuckyLefty01 writes: "I'd like to learn how to program. I've always liked the kind of logical thought that goes into stuff like math and the solving of logic problems, but I somehow never got around to learning to code (I'm 21). I very much enjoy doing things like messing around with universal turing machines and using excel spreadsheets to find the most +EV course of action in a situation. As far as current programming knowledge goes, mine is probably about as minimal as you can get while still spending some time around geeks and websites populated by them. So I guess what I'd really like some advice on would be where do I start? What language should I learn (first)? Are there any specific sites or books (especially the latter) that I could read that you guys recommend to give me a good start? I'm definitely planning to take a class at my local Community College as well in a couple months, but I'd like to get a head start and have some idea of what I'm getting into (and to be able to supplement the class with other knowledge and experience, since I have no idea how good it will be). The main reason for my interest is pure curiosity. I don't have any particular use for this knowledge in mind down the road yet, but I would not mind learning something that might actually be useful to me in the real world eventually (by getting a better (i.e. some) understanding of how the people who do this for a living actually do it if nothing else)."