I think that trying to choose a best method is the wrong way to go. To make progress you'll need to use several methods to exercise the four main skills reading, writing, speaking & listening. You need to choose things that you like doing, so whilst some methods may or may not be more effective, it's still a very personal choice. Not only that, but your needs and methods will change over time as you move from beginner, to intermediate, and to advanced. The most important thing is to study at least 15 minutes everyday, making it an ingrained habit. In the long run it's consistent time spent with the language that works.

Start with a textbook or online course (e.g. http://learnrussian.rt.com) and start to work your way though it. This will give you a core structure to which you can add other activities. Initially it's important to focus on pronunciation as this is hard to fix at a later stage. Listen a lot, even if you don't understand in order to get used to the sounds of the language.

For vocabulary you can use SRS flashcards which are very effective if you're the kind of person that likes them (Anki is a great program but there are others). Alternatively, other people use a handwritten system where they write what they want to learn, repeating daily, then weekly, then monthly etc. Each day try to read and listen a little, along with your study of vocabulary and grammar.

Take weekly lessons in which you can practice speaking and get adivce from your tutor about which areas you should work on and with which methods. Think of them as a kind of coach.

If you want any specific resources or recommendations then just shout.

Russian was a different experience in my case. I had been learning languages over the past 10 years and I never thought I could have so many problems and frustration with a language such as Russian. I tried and try different things to see if I get to learn it better. I have found out that for Russian the best method for me was the acceptance. I had to accept that I'd never learn it the way I learnt the other languages, to accept that in every sentence I say, there'll be a case badly declined and accept that everytime I think I understood a concept of the language, there'll always be one, two, ten or twenty exceptions. 

During my Russian sessions I used to question my tutors everytime I couldn't agree or undertand a grammar, a concept or a logic, always asking " But why? "... nowadays, I simply don't question. I just accept! 

Patience is a virtue!