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I didn't go through the whole list but I'd make sure to not miss out on the Feynman Lectures. Once you learn the material it's not really worth it to go back. They're nice because he gives you the story behind the equations.

Further down the road Laundau & Lifshitz is apparently the Bible.

Maybe rguzman can post his reading list...

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I've been meaning to post my reading list for, maybe, 2 years now? I've never gotten it to a state where I'd consider it too helpful. Along with the list should come some comments on the books recommended: when to read them, how to use them, strengths/weaknesses i.e. rationale. It is silly to expect that someone will just go buy all the books you say and read them.

Basically I haven't posted mine so that the top-voted comment on my submission to HN doesn't read like this: http://news.ycombinator.com/item?id=1889946 ;-) (which I upvoted and entirely agree with, by the way).

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