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This site is intended to provide some no-frills, graphics free suggestions for learning Old Norse on your own. I am concentrating here on providing information on language studies only. I assume you will be able to find suitable materials on cultural, historical, and critical studies on your own! The site is deliberately graphics free (save for the banner ad) so that it will load fairly fast and not distract from the main purpose which is to provide information.

1. Print Materials
The news here is not very encouraging. The hard fact of the matter is that there is not much available! However, having said that, I would like to strongly recommend the following as a minimal print library.
An Introduction To Old Norse - 2nd ed. Gordon/Taylor (ed). This is the "Bible" of Old Norse used in many university courses. It is still in print (The Borders in Tallahassee just got a new copy in as of 06/12/01). The 82 page Introduction alone is well worth the price of the book. Be warned however, this is not a book for beginners with graded lessons, exercises etc.  The early part of the book is a series of extracts in Old Norse followed by a rather full but terse grammar. The glossary is extremely helpful. Unless you are already very familiar with how to learn a foreign language from a grammar summary approach, this is not going to help you much in the beginning stages. However, it is an indespensible reference for later studies! As a bonus, the diagrams were all done by J. R. R. Tolkien!
Teach Yourself Icelandic - Glendining. While modern Icelandic is not the same as Old Icelandic/Old Norse (for purposes here I am not distinguishing the two), it is still close enough that if you start with modern Icelandic it i fairly easy to convert over to the medieval forms. Many on the web have claimed they have successfully started their own Old Norse studies with this book. Soapbox time: get this now before NTC decises to "update" it to a more conversational approach! This has been an unfortunate trend with NTC's language books where traditional approaches emphasing reading have ben replaced with a more "hands on" conversational aproach. The problem is that reading now takes a far back seat in the books. For example in their newer edition of the main Spanish book, there are very few reading sections at all and the final poem by Neruda has been completely cut, but there sure are lots of "let's fill in a job application" type of activity! Arrrghhh!
The Viking Society For Northern Research has published a series of Old Norse texts in english by Barnes. You must be a member of the society to purchase these. I do not have them yet, but many have said that they are very useful, so I have provided a link to their page. Also here are the reference details of the books:
M.P. Barnes: A New Introduction to Old Norse. Part I. Grammar. 1999 ISBN 0 903521 45 8. £5/£7.50
A. Faulkes (ed. with introd. and notes), A New Introduction to Old Norse. Part 2. Reader. 2000. £4.00/£6.00.
A. Faulkes (compiled), A New Introduction to Old Norse. Part 3. Glossary and Index of Names. 2000.
     £4.00/£6.00
Update: apparently now you can purchase them without being a member (2nd reported price is nonmembers price) and they can be ordered online at the UK Amazon site.

In addition to these, you will probably want to have a small collection of literature in translation. I highly recommend the following:
The Poetic Edda - Larrington (tr).
Edda - Faulkes (tr). This is a complete version of the Prose Edda.
Prose Edda - Young (tr). Selections only.
The Sagas Of Icelanders - Smiley/Kellog . Now in paperback!

2. Web Materials
Surprisingly, here the news is much better! There are at least two sites that provide extensive and excellent tutorial materials for free! There are also some sites with grammaar summaries and readings. Also much of the Edda materials are online in both Icelandic and English!
Old Norse Course Files - these are a series of lessons from a Yahoo Old Norse Group! I highly recommend you download all of these, print them out and begin with this material. Sufficient explanatory material is given so that those new to the study of an inflected language will be able to make an excellent start You may want to subscribe to the e-group and join other students there!! Warning: The net is ephemeral - get these NOW!!!! before they sudddenly may  not be there! You may also wish to go to the Main Web Site where web versions of the lessons are available with solutions and other materials! Even if you print out the lessons from the group site, be sure to check this out for the solutions! In addition there is a special section on readings with many of the words in the readings completely parsed.
Old Icelandic Course Materials - This is an excellent site maintained by Tarrin Wills. If the Icelandic does not display properly, be sure to hit your reload button or go to the troubleshooting session. There are 6 tutorials with grammar links and exercises, a set of readings, and a very nicely laid out grammar! All in all one of the best sites on the web for OI/ON studies. I would highly recommend printing out the materials here for study away from your computer and for reference. Again note the warning above!!! If I have any criticism of this site (this is meant humurously only!), I somewhat question the longer reading being Thrym's Saga! After a while, the thought of Thor and Loki cross-dressing gets strangely curious! I highly recommend this site either as your primary site of instruction or after you have completed the first few lessons from the previous site.
Easy Readings In Old Icelandic - here you will find a series of readings dealing primarily with Norse Mythology. In each reading, glosses are given of much of the vocabulary needed, but no grammar explanations. Go here only after you have some grammar already under your belt.
Mimir - an Icelandic Grammar Notebook. Mainly for reference.
The Old Norse Language - an interesting approach at summarizing Old Norse Grammar along with a word list.
Cours d'Islandais Ancien - in French if that works for you!
Old Norse Dictionary - English to Old Norse
A Concise Dictionary of Old Icelandic (1910) - scanned dictionary of OI -> English. All 500+ pages available as tiff files.
Old Norse Linguistic Tools - links to various useful tools.
Old Norse Sentences - some simple sentences with translatins. Good examples.
My Page of ON Links - a simple page of some links with no comments. There are, however, some links to texts online.
Another page of Old English/Old Icelandic Sites - just the link urls , not live (sorry!) -
Old Norse/English Wordlist - just what it says!

3. Some suggestions
I would use the following approach if you are quite new to all of this. First, go through the lessons either from Old Norse Course Files or from Old Icelandic Course Materials. Take your time and don't rush things! No matter which you start with be sure to do the other as well before continuing. Once you feel comfortable with the basic grammar, syntax and vocabulary, do the readings at Easy Readings In Old Icelandic . At this point you should be ready to study Gordon's book An Introduction To Old Norse with the readings and grammar. By this point you will have progressed to an excellent reading knowledge of Old Norse and have access to an  exciting and beautiful literature in the original!