A lot of students say things like "I want to sound like a native speaker." This isn't easy, and it's perhaps not realistic. The goal with pronunciation should be to be understood by other speakers of English, both native and non-native. Of course, it would be great to employ a one-to-one pronunciation and elocution coach, but how many students have time for this or can afford it??
Your library might also have some pronunciation guides with CDs.
Cambridge online pronunciation games - Great resource! Do you know the 44 phonemes?
To start with, have a look at London Met Library Catalogue
You might also find these websites useful:
Cambridge pronunciation animations
BBC pronunciation tips
Forvo This is 'wiki' type pronunciation dictionary - in other words, anyone can contribute to it.
Common pron problems This sit lists the most common pronunciation difficulties for various nationalities.
Sounds Familiar An interactive map of different British accents.
Speech Accent Archive An interesting site, though a little complicated to use at first. You can listen to speakers of English from your country, and the site highlights areas of difficulty in pronunciation.
The Audio Archive
Lots more links here