Funny you should ask, as I wrote about learning languages by distance just the other day.
While I think many different ways are possible, immersion is the best way to learn a language. If you're in a position to travel somewhere and stay there a little while, without a bunch of other English speakers around you, that's the best thing. Otherwise there are college courses, extension courses, and book/CD packages like Pimsleur and Rosetta Stone.
I would probably focus on languages one at a time, though. It might also be easier in the long run if you learn a set of languages that have a lot in common, like Spanish, Portuguese, Italian, Catalan, and Romanian, or like Dutch, German, and Afrikaans.
-=Steve=-
B.S., Info Sys, Charter Oak State College
M.A., Educational Tech Leadership, George Washington University
Doctor of Health Education, A.T. Still University, in progress