With languages, my experience has usually been that it's easy and gratifying at first. Then it gets tough and demoralizing. And then you sort of break through that wall and it becomes quite gratifying again. So hang in there. :)
Oh, and to get past the level where you can hold a simple conversation I have found immersion necessary. My Hebrew improved as much in a month in Israel this past summer as it had in the previous year.
This is the only practical way to learn a language. There is an oft repeated cliche about playing quarterback in the NFL, that no matter how much you practice or try to simulate game conditions, the speed and chaos of actual game conditions is something you can't understand, really, until you experience it.
Well, learning a foreign language does not involve 300 pound men coming at you at high velocity, but the real experience of trying to communicate something you really want to say to a real human being is a very different experience than learning words or even grammar structure from a book, audio, video, or lecture. Even interacting with classmates is somewhat contrived, because you are probably trying to say something your teacher prepared for you, instead of getting own ideas across.
So, to summarize: learning a language with out immersion (or something close to it) will likely never amount to anything more than an academic experience.
Well, most of what you say is true, but doesn't require immersion. For example, I have Israeli friends here in the States, and I keep in touch with a couple cousins in Israel. So it's possible for me to have real conversations (as opposed to contrived conversations with classmates or workbook exercises etc.) without actually going to Israel.
I found immersion useful because when you hear a language all day, every day, it seems to seep into your subconscious. Also, I think that language learning is a function of density rather than just volume, so to speak. That is to say, spending ten hours speaking a language every day for a month is more effective than speaking it for half an hour a day for 600 days.
Oh, and to get past the level where you can hold a simple conversation I have found immersion necessary. My Hebrew improved as much in a month in Israel this past summer as it had in the previous year.