I studied it on my own for a while, then was introduced to Ardalambion and Elfling. Now I teach it:
http://your-sindarin-textbook.realelvish.net/Just a note - The Elvish resources on Arwen-Undomiel.com are pretty crap.
I'm working to fix it up, but they haven't been updated yet. So, until further notice, don't use them.