How about we collect some of the great resources out there that help to study Finnish.
I will start by showing you some of my favorite websites and the book I use.
dictionary
http://www.sanakirja.org/
study material
For the very beginning:
http://www.uuno.tamk.fi/
a little more advanced:
http://donnerwetter.kielikeskus.helsinki.fi/FinnishForForeigners/parts-index.htm
reading
Hesingin Sanomat:
http://www.hs.fi/
simple news:
http://yle.fi/selkouutiset/
Here you can read or listen to the news in a simple language.
book
"From start to Finnish" by Leila White
So far I found this book very helpful and well structured. The exercises have solutions at the end of the book. I use it as a self study material, since I am not taking a class. I plan to find a class to take though.
Feel free to post what ever helped you so far, I am eager to hear your opinion and find new resources.
Kiitos