It really depends on which book+recording combos you're using. I've found the Pimsleur 30 lesson set is good to lay down some initial groundwork for building a functional vocabulary and grammar but you still will need some dictionaries so you'll know when you're mispronouncing things: for example, some consonant sounds in Cantonese are different than in English (take the "j" and "ch" sounds which correspond more toward "ds" and "ts"). Once you've done that, it's pretty neat how much you'll recognize when messing around with the FSI courses or whatever you're using.
When it comes to learning a language, there is no real "easy, fast" way outside of living and breathing it. Make sure you're exposed to it for a decent amount of time each day and that it's an interactive experience. Believe it or not, I've found that Asian restaurants can often be an excellent source for finding language partners as often the people working there want to learn English too!
Materials I can suggest to you which have proved useful for me:
(*) Pimsleur Comprehensive Cantonese I
(*) Basic Cantonese/Intermediate Cantonese by Matthews and Yip
(*) FSI Basic Cantonese volumes I and II
(*) English-Cantonese Dictionary by Chinese University Press
(*) Chinese-English Dictionary (by the same)
(*) The Right Word in Cantonese by Kwan
(*) A Glossary of Common Colloquial Cantonese Expressions by the CUP again.
(*) Critical Language Series: Basic Cantonese (CDROM) by the Univ of Arizona Press. Go to http://clp.arizona.edu/cls/can/
(*) Watch a lot of Stephen Chiau, Johnnie To, and Wong Jing movies. After a while, you'd be amazed how much dialogue you can follow in siu2 lam4 zuk1 kau4. =)
The CDROM is a 20 lesson course which supposedly covers 2 semesters worth of material so it's worth a shot. It is a *lot* of material and works on both Windows and Mac, and I've managed to get it to work under Linux. I like it a lot, but as I said, it will require a considerable amount of sweat equity on your part.
I do plan on going to CUHK next week when I'm in HK and will check out what materials they have for sale. As they do run a Chinese language school, they probably have some excellent in-house written teaching materials, tapes, workbooks, etc so I'm going to swoop upon them like a swarm of locusts.
By the way, for those who don't have a tonal language under their belt...
http://www.arts.cuhk.edu.hk/Lexis/lexi-can/
...that website is excellent and I mined all the wave files off it with a script so that I can get pronunciations of syllables I've never heard before when a Cantonese speaker is not available. Somehow I don't think they intended people to do it, but it's nice being able to make my laptop dictate Cantonese to me at the coffee shop.
Good Luck!
-Tony