You're totally right, I misread your first post (plus my answer was very bizzarre). Sorry for that -- was very tired. This is a great topic, worthy of discussion, and a major debate among language learners. I'm planning on making a post about both sides of the argument, and supplying my own personal example with how I learned Russian, but I haven't had a chance to do so yet.
The short version is that I essentially learned Russian through immersion -- had some grammar background before I left, but not a lot -- and it made all the difference. Being thrown into a foreign country with hardly a lick of vocab is a scary experience, but it makes for a great incentive to start learning. I found both immersion and study to be crucial, but (to be honest), immersion didn't do much for me until I had a good grasp of vocab and grammar. Other than that, I was just learning how the language sounds when spoken by native speakers. There are Japanese learning methods out there (like All Japanese all the time, or AJATT) which promote early immersion and are certainly attractive to me. I think immersion makes an EXCELLENT addition to any study regimen, but for me -- and, this is just my experience-- immersion only did so much without a solid foundation.
In this program, once I've hit the grammar stage, I will start making serious bounds to increase my auditory exposure to the language. My first priority, however, will be a foundation and a focus on reading/writing written Japanese.