When I first started, I wrote all the characters (hiragana, for example) in one column and romaji next to it. Then I covered the romaji and quizzed myself. If I couldn't get the right sound, I wrote the character five or ten times, then continued. Rinse and repeat. I managed to get a hang of the majority of the characters on a 5 hour bus ride during a school trip.

Don't even bother trying to learn Japanese if you become overwhelmed just by Hiragana

I don't know if there's a right way of learning them, but in my experience I divided katakana and hiragana in groups. For example all hiragana that start with K: か　け　き　こ　く then all hiragana that end with A: か　さ　た　ま and so on write down them, quiz yourself, try to write simple words with katakana or hiragana (japanese words or from your own language) if you want a tool, try Anki, http://ankisrs.net/ after you downloaded and installed the software you need to find some decks about katakana and hiragana https://ankiweb.net/shared/decks/ You can use Anki also for other language (just find the deck that fits to your needs)

Yes, Mikies answer is good. I used an online game to learn katakana. I found that this made it good fun to learn katakana and a lot quicker than I thought I would. For hiragana, if I was learning it again today I would probably visit memrise.com and have a look in the Japanese language section. Memrise is similar to Anki in so far as it being an SRS (spaced repetition system) ... which is just another way of saying ... the computer learns which ones you tend to remember and which ones you forget ... so that it throws up the ones you forget the most whenever you test yourself. It might seem a little daunting when you get started ... but hang in there ... I was pretty surprised how quickly I managed to start remembering the kana (actually there is a book by that title ... but honestly, in my opinion, memrise.com is free and in opinion, a better tool to feed your brain the kana!). One other idea ... if you find this easier and think it's worth spending a little money ... you might enjoy this more than a book? http://www.youtube.com/watch?v=EdJdRwjPVkM

You have to be patient to be able to learn Kanji!