Here are the steps I've taken so far:
1. Purchase the Pimsleur Korean Language CDs.
At the time of this writing, I'm aware of two 30-CD Pimsleur Korean sets. I've gone through them several times now, during morning exercise at the gym and while driving to work each day.
(I wish there were a third CD set for me to purchase.) I listen to the lessons on my iPod.
2. Learn HangulI started by purchasing Allen Williams' book Learn Hangul in One Hour from Amazon.com. It was a good start.
I'm convinced that the ONLY way to study Korean is to learn/think Hangul. The various romanization systems are hopelessly inconsistent and confusing. I'm still "slow" at reading Hangul, but when I finally figure out a word, I often recognize it as something I've heard in Pimsleur.
I remember how excited I was when watching Blade Man this past month. I recognized a sign for a public restroom among the signs along the street: 화장실 (It had absolutely nothing to do with any of the characters or places in the KDrama ...)
3. Mastering Conversational Korean: Korean for BeginnersMy next book was Mastering Conversational Korean: Korean for Beginners by Henry J. Amen IV and Kyubyong Park. Thinking that I already knew Hangul, I made the mistake of skipping over the first three chapters when I read it the first time.
The 27 chapters are good-humored and light-hearted. When I read it the first time through, I gave up after chapter 19 after feeling hopelessly lost. I started over, this time reading the first three chapters and discovering all sorts of Hangul jewels--irregularities and exceptions.
The second time I pushed forward until I finished all 27 chapters. (I have to admit that I felt somewhat lost by the time I "finished" chapter 27.)
Thumbing through the book again as I write this post, I realize that there is still plenty for me to glean from a third reading of the book! (I recall learning about the spiral curriculum in a college class. Each re-reading of this book reveals things I didn't even notice the first time.)
4. Basic Korean: A Grammar and WorkbookNext came Basic Korean: A Grammar and Workbook by Andrew Sangpil Byon. Ireally like this book. At the end of each chapter are exercises for that chapter. The exercises are preceded by a list of words that appear in the exercises (spelled in Hangul, of course).
After I had read the entire 25 chapters, I decided to go through the book again, writing down the exercises--generally between 1 and 5 sentences per day. I finished all the exercises last week--a great review, especially as I continue to listen to Pimsleur.
5. Intermediate Korean: A Grammar and WorkbookIntermediate Korean, also by Byon, is the follow-on to Basic Korean above. After finishing Basic Korean, I immediately started reading Intermediate Korean at the gym, until I decided I was "in over my head." I stopped after about five chapters.
Now that I've finished writing all the Basic Korean exercises, I've started writing the exercises to Intermediate Korean, and enjoying it immensely. (I just finshed the 20 sentences of exercise 1.1, about the "intimate" style.)
The nice thing about Intermediate Korean is that it begins with the kind of Korean that I commonly hear in Korean Dramas set in the present day--Korean as spoken among youthful friends. Although I doubt that I will ever need to speak it, I seems much easier to grasp.
Other Korean Language Aids
Google Translate App for iPhone
It didn't take long for me to realize that Koreans don't always pronounce a given Hangul the same. In case of doubt, I look up the word using Google Translate and ask it to pronounce the word for me. VERY HELPFUL!
The Korean Language by Iksop Lee and S. Robert Ramsey.
I stumbled across this a couple of months ago. It went over my head before I got very far. However, I read until the authors confirmed my confusion about the abundance of words that don't sound quite like they are written. Until reading about Korean morphemes (which tend to keep their spelling even as pronunciation changes), I had just assumed that Korean was a phonemic language (like German, Japanese, Spanish, French and others where the spelling of a word correspones exactly with its pronunciation ... more or less, at least).
I was very glad to clear that up.
I've tried reading several other books, and have a shelf full of (say) 20-30 books on Korean language, many of which I have started to read and given up--because they were too boring and/or way over my head. I'm sure I'll get to many of them eventually.
So there you have it.