I found 'Teach yourself Korean' to be a good language overview. Once I'd gotten through that, all I really needed was practice, a grammar reference and a dictionary.
For a dictionary, Minjung's essence dictionaries are, well, essential.
For a grammar reference, I think Yonsei's book is best:
http://www.hanbooks.com/korgramforin.html
For vocab study, you want this:
http://www.hanbooks.com/koesvo60forf.html
This book also has downloadable mp3s for vocab study, but the site is in Korean only, which is a bit odd Vocab study is complemented by:
Chinese character: A radical approach
http://www.hanbooks.com/chincharrada.html
or "A handbook of Korean Vocabulary", mentioned in another forum post.
That's the essential stuff. Supplement as needed.