This is what I do when learning math and it works really well.

Lectures alone don't give you a deep understanding and a solid theoretical grasp of the concepts and their manipulations, books alone are very dense and often lack the intuition and human explanations of the concepts. But if you go book then lecture you get a double whammy of thick theory followed by an exposition of the intuition behind it and suddenly everything clicks together.

I imagine it's obvious to many, but I only realized it recently.