Dear Ni un voto al PRIAN PVEM:
Okay personally the best book I've used was from Berlitz "Essential Russian"
I have the 2nd edition (C)2008 ISBN 0-27793-68460-6
It came with a CD so you could listen to native speakers.
It has an entire section on the alphabet. It also keeps the grammar simple which was something I really needed. The dialogs were not great but at least the lexicon was useful. The other reason I liked this book was each chapter had exercises so I could practice what I was learning. I am self taught so having a way to practice the writing and comprehension was important.
You should also have a good dictionary. Due to space and travel issues I found a simple pocket dictionary from Langenscheidt worked well for me. You should have a dictionary that is Russian - (your native language) / (your native language) - Russian. Mine is Russian-English / English-Russian
Finally I'm a visual learner so I find flash cards useful for learning words. I bought a set from Visual education "Russian Vocabulary Cards" There are 1000 cards in the set. The cards are English - Russian. They give the root word and then how the word changes with each case. (I still suck when it comes to that) plus it gives the parts of speech for each word.
Here are three websites that I used but to be honest the above resources were more useful.
http://www.alphadictionary.com/rusgrammar/case.html (A site for learning Russian noun-cases)
http://russian.speak7.com/russian_cases.htm (Another site for learning Russian noun-cases)
http://learningrussian.net/ (A site for learning Russian language and culture)