Some of my best learning experiences have come from textbooks that forced me to apply concepts - attack problems directly and refer to the prose on need basis to fill the gaps.
My favourites are - 1. Problems in General Physics by I. E. Irodov 2. Concepts of Physics by H.C Verma Part I & II 3. How to Solve It by George Pólya
Sipser -- Theory of computation
Pinter -- Abstract algebra
Kleppner and Kolenkow -- Mechanics
Klein -- Organic Chemistry as a Second Language
I could never get through an Algorithm class (self-taught), but that didn't prevent me from learning and implementing some non-trivial algos for my side projects.