To learn any programming language, I would advise, in this particular order:

- Have a project idea or a goal

- Get basic python knowledge (any renown book or tutorial will do[1]) and get an overall feeling of the language, philosophy, main frameworks

- Make sure that Python is the right tool for what you want to make or at least one of the possible tools

- Start your project and learn along the way by researching how to solve problems the right way

- Make your project work

- Make it work better

- Make it work faster

Bonus: Insert somewhere:

- Other programmers' opinions on your code

[1] Resources: http://www.diveintopython.net/, http://learnpythonthehardway.org/

Also, see this thread on StackOverflow for other popular resources: http://stackoverflow.com/questions/70577/best-online-resourc...