I don't really know your level, but for me ( I started last July) Chess Mentor has been tremendously helpful. $12 a months seems steep, but it is unlimited and there are more than 3000h of stuff (PS: I do not work for chess.com 
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I just think that better than books or DVD, 4 weeks vacation doing chess 10h/day with chess mentor, and you are a class A player! On a more serious note, I think it is the best tool to improve as it caters all 3 areas of the game (and more) to pretty much all levels.
If you are below 1200 USCF rating your main focus on improvements should be on fairly basic tactics. I practiced tactics and in 2 years went from 1200 to 1700. The chess tactics trainer here on chess.com would be a great tool for your improvement.
Good luck
Im no expert, and my rating is proof that i am no authority on the subject, but i greatly increased the strength of my play by playing alot of online games, alot. Like 700+ and counting. I also use a chess program called Chessmaster 10th ed. and I read books. These taught me about peice positioning, tactical motifs, mating motifs, rules of combination, good and bad bishops, good and bad knights, and such. A good book to start with might be How to Reassess Your Chess by Silman (im currently reading) and the program I previously mentioned. Chessmaster has alot of tutorials that I am still going through. Nevertheless, I think most masters might agree that the best way to be better at chess is simply to play chess. Also, review your games!!! The best way to not make the same mistake is to recognize your mistake. From one novice to another.
Thanks all for the replies. Quick question about the tactics trainer offered here. Aren't you essentially getting the same application for free at http://chess.emrald.net/index.php
there are thousands of chess text books, the only one i can personally recommend is BATSFORD CHESS OPENINGS by Raymond Keene and Gary Kasparov.
Right now, I've never really done much outside of playing with people I know and it's rarely a competition. I find Chess a great form of relaxation but I also would like to improve. That being said, the extent of my knowledge is as follows:
opening: While I've never looked into an actually strategy, my main intuitive goal is positioning. I generally always try to take my king/queen pawns out followed by my knights then bishops then castle. My general outlook is to set it up a dominant positioning with a defensive frame of mind.
midgame: I can usually plan 2-3 steps ahead, I tend to find myself almost "hoping" to cause my opponent to make a mistake rather than forcing him. This part of my game focuses on trying to protect myself and maybe win a peice or two and then start trading to force a quick end-game
endgame: I consider this my strongest point of the game. My foresight becomes much more elaborate and if I managed to play a decent midgame, I tend to win.
That being said, I would like to know what steps I should take to start really understanding chess concepts and theory. I still consider myself a beginner and I know I need to start from the ground up. So my question to you all is, should I just start by playing game after game? Should I read some books? If so, any advice on books that are geared towards beginners?
Thanks for any advice.