You’ve got three basic approaches, after you’ve read the PMBOK itself. In all three approaches you should a) try and picture the PM world from PMI’s perspective, not your perspective b) answer plenty of sample questions. Make sure the questions are for the 2004 PMBOK.

1. All self-study. Buy a book like RMC PMP Prep (this is the one I recommend) and read it many times.
2. Self-study and then take a last minute crammer-style course a few days before taking the exam.
3. Take a more complete, and probably longer, educational-style prep class to get you started, probably followed by self-study.