Comment skip to the end (Score 1) 234
Figure out what you really want to do with this. Do you want to understand everything very broadly? Do you want to become a specialist in a particular niche?
If the answer is broad understanding, lookup dogvomit's post and take the traditional coursework in the traditional order at your pace. There are sets of problems honed over the last 100 years to train people to think like physicists. Then you can go read Einstein and dense particle physics books; that's a lot of fun but probably won't go anywhere. Very, very few physicists contribute generally any more.
If you want to be a specialist, find a very well defined project you could really dig in to and enjoy. Something like one particular measurement you think you could do on your own. Pick something recent that you like. It's all out there on Google Scholar. Fill in the general physics you need as you go, but you'll probably need more engineering, software (and money) than anything else. Above all, please do get in touch with the people who inspired your work!
If you're able to successfully repeat a set of observations, or just do something that looks at all like what some grad student did 5 years ago, you will make their year by sharing it with them. If you can do that even once, you will be well on your way to contributing meaningfully to their field.
To put the time commitment in perspective, this is the kind of thing a new "generalist" physicist will do for 2-3 years full time while learning their specialty. Unless you really like this and find more than 10 hours a week to do it, it could easily take you 10+ years. That's ok. I'd be thrilled to find out someone outside traditional physics replicated my results from 10 years ago.