http://www.sanskrit-lexicon.uni-koeln.de/
This is your main source for digital dictionaries. My favorites are Boehtlingk (but it's in German) and Monier Williams. You should check this site from time to time because they keep on adding resources.
http://sanskrit.inria.fr/DICO/index.html
Oh, I wish I knew this site already when I was learning the language. It's (also) a dictionary in French, but what you want are the awesome tools. Basically they have everything you could wish for.
I used Killingleys Sanskrit textbook. Most language learning books seem to be written for the sole reason to scare off every beginner. This book however, or better: these books (there are three of them), are nothing like this. Though that's what some people critizise: too easy and too slow. But I don't mind that. After all it's there to help you learning the language and once you are done with that (whatever textbook you use), the real learning begins with original texts and grammar-only books.
Anyway, just use whatever book the course you're attending recommends. If you're learning it on your own: well, Good Luck!
There is another textbook that is supposed to be very good. I never used it, so I can't really tell and I even forgot the name, but I have written it down somewhere and when I can find it, I'll give you the name later.