The two best Urdu courses currently available are this one and 'Colloquial Urdu'. They are both excellent, but in different ways, so I'll make some comparisons to help you choose. I'll refer to 'Teach Yourself Complete Urdu' as 'TY' and 'Colloquial Urdu' as 'CU'.
Both courses come with CDs containing recordings of the dialogues, and much additional audio material. Be careful when ordering - it's not always clear from the product information whether you're ordering the book, or the CDs, or the pack containing both.
The TY audio material is much better - the actors really do act, and the dialogues flow well. Some of the actors in CU speak in a halting, disconnected way, which makes it hard to get a grip on how a sentence should flow. If you decide to buy CU, beware - the old-style plastic presentation box packaging, containing book and CDs, is hopeless inadequate because the CDs become detached from their anchor points and rattle around in the packaging, which means that they can get so scratched as to be unplayable.
The TY dialogues are far more useful and practical, dealing with a wide range of everyday situations. The CU dialogues are good, but somewhat wayward in their choice of subject matter.
If you want to learn just to speak Urdu, without learning to write, then TY is not for you, because later lessons do not contain transliteration of the dialogues, and you are left to fend for yourself with the Urdu script. You would do better with CU, where everything in the lessons is in transliteration, and the Urdu script versions of the dialogues are in an appendix at the back (in ridiculously tiny font - anyone over 45 who doesn't have a recently prescribed pair of reading glasses will struggle to read them). The Urdu script in TY is also very small and sometimes indistinct. Both TY and CU have good sections on learning Urdu script, but in CU these sections are totally divorced from the main body of the course. You will get far more practice in the script, and become far more fluent in it, if you opt for TY.
TY is friendlier here, with easy to follow, full and lucid explanations of all grammatical points. CU is very good but uses some odd terminology and could be more lucid when explaining some of the more difficult points. TY provides fuller tabulation of grammatical forms in each lesson.
I definitely prefer the CU transliteration system, but both are absolutely consistent and clear, and it's very much a personal matter - some people may prefer the TY system.
The choice of course depends very much on whether you want to learn the script. If you don't, if you just want to learn to speak Urdu, then CU is the best choice. If you want to learn the script, then go for TY. Both courses are excellent in their different ways, despite any caveats above.