I've been reading through this forum and I truly feel bad when I read about people failing, so I thought I'd share my experiences, which differ from a lot of the advice given on this forum.  Now, be aware that this worked for me, but it might not work for you, so just do what feels right.

1. Don't read PMBOK cover to cover first!  This is some advice that a PMP-certified friend gave me,  Make it the second book you read.