While some people, such as Leo Tolstoy, report having successfully learned Esperanto just by reading Esperanto texts with the help of a grammar and a dictionary, most people will find it more enjoyable to learn Esperanto through a regular course, which gradually introduces grammar and vocabulary.

Online courses are a very good option when you want to learn Esperanto, as there are so many good ones out there and they are all free. Most of them come with free tutors (real people who check your exercises and answer your questions), too, something unheard of for other languages.

Here are reviews of the most useful Esperanto courses for English speakers online:

• A really quick introduction to Esperanto in just 2 hours or so can be had in this quick and dirty guide or these lessons.
• Generally, the best course around right now is probably Ana Pana, an 8-lesson course with sounds, interactive exercises, free tutors etc. Teaches somewhat few words per lesson, but you can go through the lessons very quickly and pick up more words from original material or from the continuation course Ana Renkontas afterwards.
• Vojaĝu kun Zam teaches through sentences with translations and few explanations (similar to the method used in Assimil books).
• If you believe in not using your native language at all when learning, like children when they learn their first language, use the Bildoj kaj demandoj.
• For people who aren't fluent in any language besides English yet and who never heard of terms like "noun" and "adjective", there's a nice textbook online here. It teaches a good amount of vocabulary, but doesn't come with sounds or tutors. Be aware that this course was created many years ago, so some words or expressions taught are rather strange.
• The course How to talk dirty in Esperanto also teaches a special vocabulary (warning: adult content). It's only partly tongue-in-cheek though: you do actually learn all important grammar and quite a few important affixes this way.
• Once you have some very basic knowledge of Esperanto, you can also just dive into the language by reading items from Lernu's Library, Esperanto forums, chats or easy literature, such as Gerda Malaperis or this comic strip. Using items from the Lernu site has the advantage that you can look up words in a dictionary just by clicking on them.