There are many ways to learn a foreign language. You can learn in a classroom, through textbooks, by reading, listening to music, watching television and movies, talking with native speakers, immersing yourself in a community where the language is spoken, etc. If you are learning a language for fun, then there is no reason that your learning process shouldn't focus primarily on those activities that you enjoy. The more you enjoy something, the more likely it is that you will continue to do it and that you will remain passionate about learning that language for a longer period of time.
I am fortunate because I enjoy all of these different types of activities. I studied seven languages in a classroom setting. I have learned vocabulary through reading, I have spent time with native speakers living here in the United States and during trips to Europe, I have watched countless hours of dubbed and original TV shows in multiple languages as well as listened to music and read hundreds of textbooks.
Learning languages by reading textbooks and studying grammar is perhaps one of the least popular activities, especially among self learners. However, I happen to be one of the few people who enjoy reading textbooks. I'm not just talking about the Teach Yourself/Colloquial Series fare, but rather the kind of textbooks written for beginning, intermediate and advanced university language courses. In fact, I can remember several times when I would pretend to be sick just so that I did not have to go to high school and I could stay home all day and read a German or Russian textbook I had borrowed from school.
When I study a new language, I like to browse through an introductory grammar or textbook first in order to get a basic overview of what I am up against so that when I start the formal learning process and I come across something strange while reading, I will not become overly confused - "Hey, that must be the perfective/imperfective aspect I read about."
Studying grammar, however, is not a substitute for the immersion process. You may have learned a verb paradigm or how to decline a noun in the dative case, etc., but knowing the concept is no substitute for being able to recognize and produce the language. You need time to assimilate the knowledge you have learned in order to be able to use it in the real world.
I like to have more than one textbook/grammar for each language I am studying because 1) if you find something difficult to understand, a fresh perspective or a different approach can suddenly make something clear and 2) reading about the same concepts and seeing the same vocabulary over and over again in different books eliminates the need for rote learning. I remember struggling with the concept of the subjunctive tense when I started learning Spanish. It wasn't until I saw the explanation shown in the picture that I suddenly understood. Sometimes all it takes is a different perspective.
There are no hidden secrets to language learning. Try out all the methods. Take inspiration from others, but don't limit yourself to just what works for them. Find the combination that works for you. Learning another language takes time, dedication and focus, but if you can spend that time doing something you love, then hours will seem like minutes because passion makes all the difference!
See this related post: How to Use the Power of Context to Boost Your Foreign Language Vocabulary
Textbooks do not have to be boring. For example:
Deutsch Macht Spaß! is a neat little German review grammar that uses Hagar® and Peanuts® Cartoons in German.
If you like French movies, there are quite a few textbooks that teach French through movies, such as Sequences: Intermediate French through Film
There is even a French textbook that centers around a mystery story in which the protagonist travels all over the French-speaking world (including New Orleans):
And if you are really a glutton for punishment, you can try this 1,600-page bible of French grammar: