I can think of two methods to learn new physics.
1 - Try to think about some problem , Say the Ising model , which involves a lot of physics. One can then pick up various techniques & concepts from various textbooks as one tries to solve a problem such as this.
2 - Read a standard textbook on a subject thoroughly. I think that one disadvantage of this is that one is compelled to follow the thoughts of the author. @RonMaimon