The problem with Pimsleur is that it's a low amount of content per minute. It's good for an intro, but it doesn't really get you anywhere great overall. For a step-by-step course, I far prefer any of the Assimil courses, because they are actually packed quite full of material, and have excellent audio. Once you've bootstrapped yourself a little bit in the target language, I suggest going straight to real books in the language, in combination with the audiobook. I actually just wrote about getting started in a new language last week. The basic idea is that you need "comprehensible input", as the linguist Stephen Krashen would say. By trying to read a real book, you work with material that is interesting, and you can actually get a decent sense of the story even with only a minimal understanding of the language, as long as it's reasonably close to a language you already know. I did this with German, where I couldn't understand books or tv, and I couldn't have a conversation, but I kept on reading Harry Potter in German while listening to the German audiobook. In book 1, I was pretty lost, but I kept on going, and by book 5 I understood almost everything.