What would you recommend for self-education?
Going much further than that gets tricky, because you will usually need more development in math in concert with the physics. The omnibus "engineering mathematics" type books will cover a lot of it but I don't really like them. Boas's Mathematical Methods in the Physical Sciences would be something I would look at. For more detailed looks at electromagnetism and quantum mechanics, I (and many others I know) really liked David Griffiths's textbooks. The Feynman lectures make an excellent supplement to these for the different perspective and interesting physical insights.