I have just gained my PPL and haven't used one CD/DVD. Thats not to say that they aren't any good I just thought they were expensive! I bought all my books off Ebay for a fraction of the new price!! I used the AFE flying training manual, the PPL confuser (invaluable) and volumes 2,3 and 4 of the Trevor Thom series of books. The PPL confuser is great but shouldn't be used as a text book, it just helps you pass the exams rather than teach you thoroughly about each subject!
I think it's important to choose whichever learning method suits you best.
Good luck and happy landings!