Learning English on your own gives you the freedom to study whenever you want or whenever is most convenient, but you have to be really motivated. Create a timetable for studying and be sure to stick with it.
Choose a book in your native language that can teach you English grammar. Using flashcards--either online or on index cards--can help boost your vocabulary. Be sure to incorporate English media, such as music, television, movies and podcasts, into your studies. Listening to native English speakers will improve your ability to both speak and understand the spoken word.
An English course will have a prescribed curriculum that allows you to proceed at a steady pace. Look for a class that is at your level. If it's too easy, you won't learn anything new and if it's too difficult, you'll feel overwhelmed.
In class, learn to speak up. The classroom setting gives you conversational practice in a controlled setting. Other speakers are also learning English, so you don't need to feel shy.
Learning to speak in a conversation is perhaps one of the most difficult aspects of learning English. Whether you're studying in a class or on your own, get additional conversation practice. If you're in an area where you can find native English speakers, join groups that allow you to speak and interact with these people. If not, you can turn to online sources. Find a partner that wants to learn about your culture, and practice your English through video chat. It can also help to find a person that wants to learn your native language so that you can alternate speaking in each other's language.