Nutshell:
— Play face-to-face games as much as you can!
Honestly!
I cannot stress that enough!
It is, by far, the most beneficial mode of play. Find the local club, go there, make friends, and play Go.
If you do not have any club nearby, try to find go players living in your area! Make contact, and maybe set up a meeting. Chances are, whoever you find will either be as eager to play with you as you are to play with him/her, or they will already travelling regularily to some hidden or far-away club - in which case maybe you can car-pool? :)
A good way of finding Go contacts in your area is to search your national Go organization's webpage. Just google for a [Your Country] Go Association. By the way, have you noticed how Go organizations are usually called Associations, while chess organizations are mostly Federations? Funny, eh? But I digress...
Another venue is to ask on a forum, such as rec.games.go for advice. Maybe somebody will be able to help you. Below is a list of some handy on-line resources for you to start looking for a club or players next to you. Good luck, hope you'll find one.
In most situations, you will only have a chance to play face-to-face games once or twice a week, maybe even less often, depending on the meeting schedule of your local club. This is usually not enough to quench your playing thirst, if you are like most beginners I know. And this is where internet play finds its niche.
With the fast development of computer technology and everybody having not only a box, but also a modem in their houses these days, it is small wonder that all kinds of Go servers are popping out left and right. This is actually a very good thing. Take advantage! Use it! Its a great resource to find games and teachers, or to observe others play and maybe learn from them. There are literaly thousands of players on-line at any given moment!
The flip side of the fast growth of the internet is the fact that there are all kinds of Go servers out there. Some are good, some not so, some are just different. Some offer more serious play, while others attract all kinds of riff-raff, mostly due to their lack of supervision.
You have to choose what suits you personally the most. However, my advice would be to play on a more serious server, with good supervision, dependable rating systems, and lots of friendly admins to help you along.
The two links I give below are the two servers I would recommend the most for english-speaking beginners.
Non-real-time (NRT) play means that you can make a move a day, or a move a week, and your opponent does not need to be connected to the internet at the time of you making that move. He or she makes their own move when they connect, and then wait for you to respond, whenever.
Its like playing through email...
I have never tried this before, but some people say its great. I certainly can imagine how the games are more serious this way, and the moves more thought-out. I guess you never know if you like it untill you try it.
So try it! :)
Below are a few resources I managed to scramble for you.