in my greek class we have a mix of people who started off with a variety of different introductory texts - we have Hansen & Quinn, Mastronarde, and the Athenaze books represented.. i used H&Q, which i found dense and a bit dry, but i still use as a great reference.
Mastronarde is supposed to be very good, but one thing that i have heard about it is that it doesn't introduce all principle parts of verbs until near the very end of the book, which seems weird to me. A friend of mine started off using Athenaze books, but has since picked up H&Q, as it is a better reference book (i have also heard that Athenaze is more Wheelock-esque which might make it better for self-study, if that makes any sense..
We have just finished the our first quarter of second-year greek, and the first book of the Anabasis. If you can find it, Robert Bonner's Greek Composition
is a fantastic reference to the grammar in the first few books of the Anabasis. It's out of print, however...
Anyway, just thought i'd throw in my 2 (possibly slightly biased) cents about intro books.. good luck with your greek!