I recommend Hans Ørberg's *Lingua Latīna per sē illustrāta* series. Its main books are volume I, *[Familia Rōmāna][1]*, at the end of which the careful reader has a pretty fair grasp of Latin grammar, and volume II, *[Rōma Æterna][2]*, which takes readers from "textbook Latin" to "real Latin." These two texts also have associated workbooks and teachers' guides.

Ørberg uses the "natural method"—that is, everything is in Latin, and new words and ideas are explained using words and ideas that have already been introduced. There are several supplemental books in the series, including Cæsar, Cicero, Sallust, Vergil, Plautus, and so on. There are also a lot of resources scattered around the web for people using the series, since it's fairly popular.

If you're working on your own and you've never studied Latin before, Ørberg probably isn't the place to start, but after almost 30 years away from the language I found these books a very good way to return.

  [1]: http://www.amazon.com/Lingua-Latina-Illustrata-Pars-Familia/dp/1585104205?ie=UTF8&keywords=lingua%20latina%20per%20se%20illustrata&qid=1464624525&ref_=sr_1_1&s=books&sr=1-1
  [2]: http://www.amazon.com/Roma-Aeterna-Pars-Lingua-Latina/dp/1585103144?ie=UTF8&keywords=lingua%20latina%20per%20se%20illustrata&qid=1464624525&ref_=sr_1_6&s=books&sr=1-6