Anthony here my thoughts and preferences but each to his own.
I find the best films are spanish set in spain. Then the language relates to spanish culture and I found that more useful
Dubbing tends to be poor and varies greatly from the subtitles, which I guess may be a good thing, but not my preference.
Once you have a reasonable vocab I find it best to enjoy the film in English and then in spanish with Spanish subtitles.
However on books I tend to buy detective stories and thrillers which have been translated into Spanish. I get the impression the translated language is more consistent and thus you learn by repetition. This doesn't work with the DVDs because the dubbers use strange phraseology to try and match lip movements.
I started with children’s books (great way to catch up on any classics you skipped as a child). And then at a book stall in Madrid I bought about a dozen Maigret paperbacks. When I first started I couldn't read a single paragraph without writing it out and getting the dictionary. But again they repeat the same type of phrases and I found that I could make much better progress after a month of half hour per day. Of course you know Maigret always gets his man and the story lines are not too complicated.
Interestingly now I only read spanish novels.
I also listen to spanish football on spanish radio over the net - but then I'm football mad.
One important thing is to decide if you are going to learn Castilian or Hispanic spanish. I expect you know that they are different in verb use and many words. My first teacher came from Barcelona and she was very strict on this.
Well hope you enjoy the experience whatever route you take. Perhaps we should communicate in Spanish here. Tomas could always pick us up on bad grammar

Un saludo amigo