I don't know of any comprehensive enough website. To be honest, investing in a good book is the best thing to do. They're more systematic and you can go use it even when the internet is out!;D This is a very good book and CD set, that will start at the basics and progress nicely.
Do you guys know of any good Urdu dictionary online?
I've been teaching myself Urdu since 2004 but lately I've been lazy and busy. Don't feel like I've progressed past the basics. I can read and write, and I've been told I have an excellent accent!
In sha' Allah, now I'm getting married to a Pakistani man...