When you study Latin in America you mainly study the Latin of Caesar, Virgil, Ovid and Cicero – as if Latin died out soon after them. But, in fact, Latin continued to be the high language of the West throughout the later Roman Empire, the Middle Ages and Renaissance, clear up until the 1600s. That is why English has so many Latin words and why knowing Latin helps you to know English.
So there are other ways to go about studying Latin.
C.S. Lewis says you should start by reading the Vulgate, the Latin Bible. The Latin is easy and the stories are familiar. So is the wording and style of speaking: “Oh ye of little faith”, “born in a manger”.
From there (as he told Dorothy Sayers):
- For an intelligible narrative poem, what about a chunk out of “Waltharius”, by Ekehard of St. Gall (tenth century). See a delightful account of it in W. P. Ker’s Dark Ages.
- For prose:
- “Saxo Grammaticus” (has the the Hamlet story);
- Jordanes (or Jornandes) “De Rebus Geticis” (lots about Attila);
- Gregorius Turonensis “Historia Francorum”;
- the anonymous “Gesta Francorum” (on the First Crusade);
- Geoffrey of Monmouth (some Arthurian bit);
- The “Somnium” of Kepler for some Renaissance science fiction
The idea here being that Medieval Latin is much easier and allows you to get comfortable before taking on the harder stuff of Cicero and the Renaissance.
“Latina Pro Populo” by the Humez brothers gives a good overview of Latin, its history and grammar. They also say you should start with the Vulgate and the Middle Ages.
The Latin reader “38 Stories” is also good. The stories parallel the chapters of Wheelock’s grammar, so you can look there if you get stuck.
The Vulgate is worth reading in its own right: it is far sharper and closer in meaning to the Greek of the New Testament than anything in English. That is partly because it is much easier to turn Greek into Latin than into English. But it is also because the fashion these days is to make Bibles easy to read rather than faithful in meaning. Reading the Vulgate opened my eyes to that.
Latin dictionaries, by the way, are lacking. They only have the Latin of Cicero’s time. There are many words in the Vulgate, for instance, that are not found in ordinary Latin dictionaries (most of them seem to come from Greek from the sound of them).
A good Latin dictionary would not just cover Latin from -150 to +150, but instead from -150 to 2008. Not just all the Medieval and Renaissance words, but scientific terms (scientific papers were being written in Latin up to at least the 1800s) and commonly accepted words like telephonum for all the latest stuff.
But do not let that stop you from reading the Vulgate since you can always look at a (more imperfect) English translation if you get stuck. But do that only as a last resort because otherwise you wil not learn much Latin.
See also:
Abagond 
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