What self-learning methods do you use?

Yesterday I wrote a review of How to Live on 24 Hours a Day. It’s an interesting little book on living deliberately, and it got me thinking about self-learning. I love learning new topics, and with the proliferation of free, high-quality content on the web, there’s no shortage of interesting areas to tackle. However, it’s easy to become overwhelmed and to find that learning something isn’t quite as simple as subscribing to a feed in iTunes U. So how do you manage the self-learning process, particularly the challenges of learning in an isolated, unstructured environment?

I’d like to take any suggestions I receive here and test them out before reporting back on the results, so if you’ve had any success with self-learning methods, please post anything you’ve learned along the way that might be helpful.