I had the luxury of going to Oxford, when colleges gave tutorials to two or three students at a time. For most topics, I figured out what had been covered in the lectures from the tutorial problems, read up that material in the book I was using, and then solved the tutorial problems.

There were a few topics that I attended the lectures, either because the lecturer was very good or because no book was adequate. The subject was mathematics, but I knew people from other fields who approached study in a similar way.