To date I have found three excellent resources to help with this problem.
The first is the old Colloquia Latina from Benjamin L. D'Ooge, free online for reading or PDF download here. It has thirty colloquia of increasing difficulty, each a little over one page long, with accompanying grammar hints and test questions. It is perfect for beginning to intermediate students.
The second is John Traupman's Conversational Latin for Oral Proficiency. It has 25 chapters of two-person dialog, each concentrating on one topic such as greetings, trades and professions, animals, geography, dates, and grammar. Each chapter is divided into three sections for beginning, intermediate, and advanced learners. At the end of each chapter are a few alternate phrases and topical word lists with definitions.
There are pronunciation tables for Classical and Late Latin, a tiny bit of grammar, and suggestions for classroom activities. In the back of the book there is a page on the special problem of "yes" and "no," a numbers table, six pages of proverbs and sayings, and three pages of computer terms. Finally, the topical vocabularies from the chapters are collected into one general vocabulary of 137 pages.
There is also a CD for this book but I have not heard it. An umimpressed reviewer at Amazon suggested,
If you want to hear Latin pronounced in a more authentic fashion, listen to Wilfri(e)d Stroh, Miraglia, or the actor who plays the grown up Quintus talking to King Cogidubnus in the Cambridge Latin Course DVD II.Here are some Latin audio recommendations and links. Google videos Miraglia and Wilfried Stroh.
The third is the Lingua Latin (Per Se Illustrata) series from Hans Orberg, These are beginners' books written entirely in Latin, the text as dialog and narrative. Two great things about these books. First, the subject matter is daily Roman life, most helpful if one is studying for the National Latin Exam. Second, it may be used as a complete Latin course (which I would not recommend without an experienced Latin teacher) or as supplemental reading for your regular Latin lessons.