I think it is great to have access to material that includes different styles of speech. However, I am with dooo when he says that you should start out with the “standard language”. I guess it also depends on how you define “colloquialisms”. As I understand it, they form part of any naturally spoken language, so you are bound to come across them when you talk to native speakers or read magazines, books, watch movies etc.
There is a difference between colloquialisms and the various styles of speech used in different social settings. I think you ought to pay attention to which style of speech (and vocabulary for that matter) is appropriate in a certain situation. Just a few days ago I talked to a young guy from the Lebanon whose English is actually very good, but the first thing he said when we started our conversation via skype was: Hey dude, what’s up? 
While this certainly is quite colloquial, I have to admit that I found it kind of funny and a bit out of place and by that I do not mean that I felt offended in any way, of course not, but it is just not the way you’d greet somebody in English if you have never met that person before. At least, I would not. (Some kids meeting for the first time at a soccer game etc. might actually do that and in that situation it might also be perfectly appropriate).
Another language exchange partner, a young guy from Taiwan, speaks excellent German but he has a hard time getting rid of his “gangster rap German”. He obviously listened to tons of these songs when he started learning German. I guess it was his major source of motivation. That’s great, but now he sometimes comes across like a pimp when he talks German to me
We are friends, so we joke about it and I try to tell him that it’s great to know that stuff but you really need to know when to use it.
So, the bottom line for me is that colloquialisms are great, but use them wisely;-)
And as for Japanese, I have met quite a lot of young people who told me that they think it is kind of funny when they hear foreigners talk like some anime character. Again, I guess it is all about when and who you use it with, especially in the case of Japanese where the honorific system offers hosts of traps for foreigners to fall into;-)