This is a good collection of resources, but even more valuable would be the syllabi and homework sets from graduate-level theoretical physics courses, which can

This is a good collection of resources, but even more valuable would be the syllabi and homework sets from graduate-level theoretical physics courses, which can guide the interested learner through the vast amount of material, and help them gauge what is a reasonable pace of progress and not get bogged down (this has happened to me whenever I've tried to self-study from textbooks). Source: Just got my PhD in theoretical high energy physics.