What works for me is purchasing and reading textbooks (look for online college syllabuses for good ones). Probably the best way to read maths texts is to work the problems, but what I do is read it through once or twice. Then switch to a different text on the same subject. Things will slowly start to click, although of course you don't understand something until you can explain it (i.e. write a blog post about it) to someone else.
Plus, you can get really, REALLY good deals on used college textbooks (some of which are still in pristine - as in never even been opened - condition).