I would also recomment the Guitar books recommended by SoS. I thought they were useful as far as they went. I would also recommend the free online guitar lessons provided by Dan Cross on the About.com website. When I was teaching myself I found that alot of the explanations etc on this website were very clearcut and helpful. An advantage of this site is that you learn to play more contemporary songs (Mary has a Little Lamb isnt the most inspiring song to learn!) this had another benefit as I got interested in a couple of bands I hadn't previously heard of whilst doing these lessons.
At the end of the day though I think I have learnt more in a couple of weeks with a decent teacher than I would have in a couple of months on my own.

Hope that Helps

Neal