What do you think the best way to learn a foreign language, using the internet or having a course?

In my experience, you only get a feel for the language when you get the pronunciation right. That's why you need a good teacher or native speaker. Once you have the basics you can learn a lot from websites, radio, etc

I'm studying the matter myself!

Going to the country.

How about also playing songs in the language, to help learn it?

You need a course face to face with someone who can speak the lingo. Can be expensive but, well worth it. I tried for 6 months to learn French using tapes, it was a washout for me.

Having a good language course given by a good native-speaking teacher, and use the Internet as a source for reading materials.