I own Lingua Latina. It has an immersive method, where you start reading everything in Latin. If you want a grammar based traditional textbook, Wheelock's is the classic one - and it has good online resources. Teach Yourself Latin is good, except I find the binding bad - it started falling apart pretty easy. When learning Latin, or any language (at least one where you are mostly going to be reading), I recommend paying special attention to translating from English to Latin. This really helps build your vocab and knowledge of grammar.
I concur with Sayers in the essay I linked to above, learning a highly inflected language like Latin really does improve your grammar and your understanding of language and even thought. There are many such languages you could learn - Russian and many of the Slavic languages, Old English, Old Norse/Icelandic, Irish and Old Irish, Gaelic, Basque, Sanskrit, Arabic, Korean, Japanese - to name a few. But for the Westerner, especially one interested in historical literature, culture, and philosophy, Latin and Greek are obvious choices. Both are hard in their own ways - Classical Latin is very complex, whereas ancient Greek, though I would say less complex than Latin (even in the older forms like Attic or Homeric) obviously uses a different alphabet to English and also has a slightly annoying accent system to remember.
I would also recommend Peter Kreeft's Socratc Logic as a good introduction to logic from a more Aristotelian and traditional perspective.