Hope I can be of some help here. I started learning about a year and a half ago when I moved back to HK, and my goal is to become conversationally fluent in the next few years. I'm focusing solely on oral communication, so I'm not even attempting to learn to read or write at this stage.
I recommend going through Olly Richard's youtube videos (https://www.youtube.com/watch?v=48Z09WEBcCM) he's a polyglot who committed to learning Cantonese and reached a pretty impressive level. He has some pretty handy suggestions about how to go about learning the language.
For the basics, I found that going through a textbook, and listening to the audio whilst going through the jyutping and English was enough. I was using the Cantonese101.com podcasts at first; they're free, pretty digestible and short so you feel like you're making progress. However, I've been told that there are quite a few inaccuracies with the tones + some of the phrases would not be used by locals.
To make the vocab stick like others have suggested, a SRS app is incredibly helpful. I use Memrise, but I imagine Anki or Quizlet would be just as good. One thing I recommend is learning phrases (or "chunking") rather than memorising discrete words.
The sooner you get speaking, the better. Hanging out with locals is great, but I personally find that having a language partner (or several) works better for me. I use iTalki you can do Skype lessons or conversation practice with a native speaker, and it costs about 10USD/ hour which is significantly cheaper than if you were to do private lessons.
Also, if you have time for evening or Saturday classes ISSHK has very well organised, and cheap Cantonese classes. 50HKD for 100 hours of lessons, I think. I didn't do their beginner classes, but I'm enrolled in the intermediate ones now and I've been really pleased with it so far (Hope Centre).
I think others have already mentioned dictionaries and so on, but I've been using Pleco, as well as Sheik.com.
I hope that's helpful. I'm still trying to navigate my way around learning the language it's certainly not easy, but it's very rewarding! I'm also still on the hunt for good Cantonese movies or tv shows that have English subtitles... if anyone has recommendations?