If you are a beginner it is best to join a class and learn the correct pronunciation and intonation. It is important to learn how to correctly use a phonetic system. Good pronunciation is really essential to learning to speak Mandarin well. If you can master the pronunciation it makes the learning process a lot easier.

Zhuyin fuhao (注音符號 also known colloquially as "bo po mo fo") is the most commonly used phonetic system in Taiwan. The disadvantage of it is that it does not use the Roman alphabet so it takes a bit longer to learn. Hanyu pinyin (漢語拼音) has the advantage of using the Roman alphabet so it is easier to learn. It is the international standard and most dictionaries and language learning materials use it.

If you are in Taiwan you should make an effort to at least learn how to read zhuyin fuhao. Most Taiwanese people cannot write Chinese in any system of romanisation, so if you want them to write down the pronunciation of a word they will use zhuyin fuhao. Once you have learnt one system well then it is easy to learn another.

If you are studying outside Taiwan then learning Hanyu pinyin alone is sufficient. There are other systems of romanisation, too, and if you want to know more about them have a look at Pinyin.info.

Once you have mastered the basic phonetics and grammar get out there and speak Mandarin as much as you can. This is especially easy if you are living in Taiwan. It is like one huge Chinese classroom. The more you speak and listen to Chinese the more rapidly your abilities will develop.

I don't think spoken Chinese is particularly difficult to learn, at least to an intermediate level. The grammar is fairly simple and even with a limited vocabulary you can still communicate many things. Learning to read and write Chinese though is very difficult and requires a lot of dedication and hard work.

More recently I have been focusing on learning to read Chinese. Once you have learnt at least one thousand characters start to look for simple texts that you can read. Children's books published by the Guoyu Ribao (國語日報) are quite good. The Chinese characters are accompanied by Zhuyin Fuhao which makes them easier to read and also for fast dictionary look up of words you don't know.

Guoyu Ribao also publishes a daily newspaper which also provides good reading material for intermediate to advanced learners. All the articles have zhuyin fuhao accompanying the text. Start with some of the articles that are written by elementary school children as the language in them is quite simple. Many of the other articles are at a similar level to other newspapers and often have quite a lot of idioms (成語).