I appreciate ur feeling as i myself is a self studying student.i have never joined any institute (classroom coaching) still i cleared AIEEE & UPSEE in 2007.But my will to go to IIT have made me to drop this year.Well i can tell u about the books that i study(I am pretty sure that i will get into IIT).
1-For Physics,concepts learning is a must , so u can not get any book better than INTERACTIVE PHYSICS by MTG PUBLISHERS.Well this is a 8 volume book covering different topics of physics written by a group of teachers.To test just buy vol.1 & read it & u will definitely find it amazing!!
as there are many other things that i have to tell, u can just mail me at-
& i will solve all ur problems regarding self study as i myself is a follower of that one.
rate me if usefull.