It depends on what kind of learner you are and what kind of application you want to create.
Personally I stared with the Codecademy Python course just to get a feel for the language. I then went through the LPTHW book and then did the Codingbat exercises. After that I basically tried writing my own small scripts, following small tutorials (text and video).
Once I felt comfortable with Python itself, I then started learning Django from their docs and then I did most of the Tango with Django book/guide.
I wanted to become a web developer and this was in 2014, so YMMV.

Ok, thanks. I have not read Learn Python the hard way, yet. But what's the difference between codecademy and lpthw?

Codeacademy is an interactive tutorial. LPTHW is a just a book. Give them both a try, they're free. Be careful, LPTHW still uses Python 2 which is a bit different than the more modern Python 3.

I'm just starting out and have been playing with Penjee.com (learning python by moving a little penguin around a board and performing tasks). This is very easy so far but i'm getting something out of it and the videos/explanations are super helpful. I plan on following @random's advice about Codecademy and LPTHW. Thanks for sharing bro

Track everything you do. I highly suggest this website: https://pythonprogramming.net/