I agree with koelkast, that nothing beats proper lessons, you will simply not get the pronounciation correct, or some of the more complicated grammar points. You have someone to ask if you don't understand anything.
There's not that many resources out there that deal with Swedish (compared to French, German, Spanish, etc), but here are a few I use...
This book-
Swedish in 3 Months, started me off learning Swedish before I took lessons. It's a good book, but it's been out of stock for a long time now. Occasional copies pop up on ebay, but are expensive. I never did finish the book in 3 months...!
I have this grammar book '
Essentials of Swedish Grammar' which is quite in depth.
And this comes in handy all the time:
201 Swedish verbs
A good beginners
dictionary
Some online links that I use:
Online dictionary
another online dictionary
News in easy Swedish you can listen to the news in simple Swedish whilst reading what they are saying.
And good old
google translate will help you get around web pages in Swedish. Don't expect 100% correct translations, though!
Yes, kent songs help me learn swedish words , but songs (in general) will not often have 100% correct grammar. I credit kent with at least 1 new word that I learn with every song they release!