I like to learn Chinese by:
1. Watching Chinese movies, or movies dubbed into Chinese
2. Listen to Chinese learning podcasts (Chinesepod, Chinese101, and Popup Chinese)
3. Have conversations with natives
4. Read short novels
Obviously the hardest part is learning how to write characters, since it is very time consuming and... boring. Therefore, I tend to only do it when I have a Chinese test. The best way of learning how to write characters is to use software such as Skritter and Wordtracer,
Learning Chinese is very difficult for us westerners, anyone who claims the opposite is either a genius with languages, or more likely, just lying.