MP3+pdf, No pronunciation scores, Free, ★★★★
These private sites have free courses from the US State Department's Foreign Service Institute. The courses cover about 40 languages (not English), with pdf textbooks and mp3 audio files. The courses are famous for being thorough.
Sometimes you can learn on the go by reading first, then listening and repeating out loud while you do something else. They start with beginners, ultimately covering a fairly wide range of vocabulary and grammar, which many of the sites reviewed here do not cover.
Each course is produced separately, so they vary, but people often find the speaking is flat, and therefore hard to listen to for long hours. They were recorded in the 60s so you may learn slightly dated accents and vocabulary. You can usually use other 4-star and 5-star courses for most of your learning, and supplement with these for more breadth and depth, since these are free. If you do most of your learning with other courses, you will not have to listen to as many repetitions of these to absorb the content.
Different courses use different approaches: "Standard" (Mandarin) Chinese starts with audio explanations of the tones, then vowels, consonants, numbers, dates, with English explanations in the audio. Cantonese starts with phrases, then gives the tones, with most explanations in the text. Other languages follow other orders of presentation.
FSI staff have made some comments on their teaching and learning experience, discussed in the section on Obstacles to language learning.
Amazon reviewers seem generally satisfied. They review commercial versions, similar to the free versions on the website above. BBC may be a useful supplement for the few languages they cover, and the graphs of intonation in Transparent and TellMeMore may be useful, though TellMeMore is expensive. (Click for Arguelles' review, which suggests using FSI's lengthy drills for any aspect of the language you find really hard and need to practice.)
Aside from the free sites given above, courses can be bought from the government ($100-$300) and from private publishers such as Barron's, ForeignServiceinstitute.com, and SpeedLearning. SpeedLearning does not say they sell the FSI course, but for example they have 24 units in French, the same number as FSI, and examples from their unit 11 match FSI's unit 11).