There is of course no single right way to learn go, and the best way will be different for different people. That said, joining a go club is probably the best option for most people. At a club, you can find both advanced players to teach you and beginners to learn with. What follows are my tips for those who don't have access to a good club. Note that Wings Across Calm Water is an on-line club which may work for some poeple, but it still isn't quite the same as a physical location with people you meet face to face.
Step 1: Learn the rules. I reccomend Hiroki Mori's interactive web tutorial.
Step 2: Practice the rules by playing 1-2 games on a 9x9 board so you can get an idea of how the rules actually work. This will also help give you a feel for the game. It is best to play this first game with someone who already understands the rules well, or on a computer where the rules are automatically enforced. DO NOT try to win! For the moment, just try to get a handle on the procedure of the game.
If you aren't lucky enough to know someone who plays you will either need a Go program, or need to log onto an internet server to play. (see the Go and Computers section)
Step 3: Teach one or more friends how to play. It is easier to learn with at least one other person, so you can play some games where the outcome isn't inevitable. Those who are pure genius and skip to the upper levels of play in a few games, or those (like me) who are too stubborn to ever back down from a challenge once started can skip this step. For most people, I recommend learning with a friend when possible. Mindy McAdams has some interesting ideas on how to teach Go. Also you will need to find some equipment to play on. When I learned almost years ago I was in Buffalo, New York, and equipment was almost impossible to find. Today there are many good online retailers:
Step 4: Play As many games as you can! Seek out experienced players and your friends. Encourage your friends to log on and play with experienced players too. Exposure to new ideas will keep games with your friends interesting and challenging. Playing many games is important because the basic thing you need to do is learn to recognize good and bad shapes on the board. As you gain experience you will look at a bad shape and get an un-easy feeling that causes you to examine it more carefully, and good shapes will begin to look beautiful and re-assuring. This only happens after you have had someone brutally crush a bad shape that you made, or a good shape has given you profit several times, so keep playing. You are learning even if it doesn't seem like it at first.
Step 5: Review your games. When you play an online game that you took seriously (i.e. it wasn't blitz speed, it was rated & you wern't talking on the phone while you were playing) don't just dive into another game right after you finnish. Most online servers allow you to download your game in SGF format. This is incredibly valuable!! Novice players can't remember the entire game from memory and thus can't easily discover what their mistakes were without such a service.
Typically if electornic game records are not available, books or instruction from high level players offer the only help of improvement. When novice player plays a game and looses they see that they lost that big group in the center, but they can't remmeber HOW they lost it. Since they can't even review the game without the aid of a teacher, self improvment is difficult for novices. (at about 5 kyu to 1 dan players usually have the ability to recite a game they just played from memory) Probably 3/4 of my progress is from self review of games played online. I can only sometimes recite my games (about 50% of the time). The ability to recite (replay) the game from memory derives from an understanding of why moves were made. Parts you can't remember generally are parts that you didn't understand. (a correct understanding is not required to remember the moves, just some form of understanding)
Another fabulous, free resource is the Go Teaching Ladder. You can get your games reviewed for free by a stronger player. No fees, no signup, just send them an sgf file and 2 weeks later you get a file back with comments. This is a good service to use when you have reviewed your game, but you just can't figure out what went wrong.