Immediate (Fast)
I think the fastest way to learn any new language/platform is to first try a simple "hello world" like program or two using whatever the de-facto IDE is at the time. (Visual Studio 2008 in the case of C#/.NET). It always seems overly simple and almost pointless, but just doing that usually provides all kinds of information and gives you a feel for how close (or how far) it is going to be from what you already know. I also think it's useful to look at the whole toolset when learning something new. (Unless your intent is really just to learn another language.)
If you get serious about a new language/platform, then I personally think it is really important to fully read through a good book or two on the subject so you learn the details and background that you just don't get from only reading/writing code. I think a lot of people don't do this... and they sometimes still become good programmers, but rarely become great programmers.
Based on the languages you listed that you already know, I'm guessing you'd find it beneficial to learn more about about generic object-orientation principals before fully appreciating C#/.NET. But, if you deal with .NET long enough you'd probably learn most of the important tenants regardless.
And yeah... like already mentioned, nothing beats the learning curve ramp like actually having to use it in your day job.
Longer Term (Not so Fast)
I'm also self-taught. What has worked well for me to become a better programmer (especially a better paid programmer), is to force my self to also learn things that would normally be taught only via structured schooling or professional training. e.g. A self-taught programmer probably has little reason to learn things like database normalization, UML diagramming, pattern catalogs, methodologies, etc., but knowing those types of things well and being a pragmatic programmer can be very valuable (and is a relatively rare skill combination).
There are lots of suggestions for good books here and I'd agree with most of them if you learn fast from reading. If so, then I'd suggest checking out some of the online libraries available too:
Safari seems expensive at first...unless you were planning to buy more than a book or so every month. I much prefer real paper books for lengthy reading. (Maybe the Kindle will come down to a reasonable price someday and they'll integrate Safari there. That would be cool.) But, I still find Safari really useful when I'm learning some new technology/language/whatever. I checkout some relevant books there and then skim through to get a decent overview of what all is involved.
If you like to learn through lectures and college like curriculums, you might want to check some of the online offerings, like:
This isn't my favorite way to learn, but that these are offered for free is amazing to me. Some of the subject matter covered is hard to find in books or to self teach.