While I'm sure that Pimsleur is a good program, there are people like me who do not do well using audio-only lessons. I'm more of a visual learner, seeing pictures and reading words.

I'm using Rosetta Stone. What I do is, for each RS lesson, I list all the new words When the lesson is finished, I work on memorizing the words, then move on to the next lesson. I also organize the vocabulary into groups ('around the house', 'people', 'time', etc) and drill on each category at different times.