I think this also depends on what kind of programming you want to learn. For example, if you're a researcher and just want some quick and dirty functional programming, I think the best way to learn is to just google what you would normally do in the language you want to learn. (i.e. how do I do a monte carlo in python?) If you want to get some good resources for functional programming, software-carpentry has some nice introductory materials, and they put on free 2 day workshops to give people in industry a "crash course" in programming. If you want to pick up object-oriented programming, I would try starting out with Django's tutorial. You get the immediate gratification of building a web-app, and you get your hands dirty in the code immediately.
I think this also depends on what kind of programming you want to learn. For example, if you're a researcher and just want some quick and dirty functional programming, I think the best way to learn is to just google what you would normally do in the language you want to learn. (i.e. how do I do a monte carlo in python?) If you want to get some good resources for functional programming, software-carpentry has some nice introductory materials, and they put on free 2 day workshops to give people in industry a "crash course" in programming. If you want to pick up object-oriented programming, I would try starting out with Django's tutorial. You get the immediate gratification of building a web-app, and you get your hands dirty in the code immediately.