For years, my self-education was stupid and wasteful. I learned by consuming blog posts, Wikipedia articles, classic texts, podcast episodes, popular books, video lectures, peer-reviewed papers, Teaching Company courses, and Cliff's Notes. How inefficient!
I've since discovered that textbooks are usually the quickest and best way to learn new material. That's what they are designed to be, after all. Less Wrong has often recommended the "read textbooks!" method. Make progress by accumulation, not random walks.