Honestly, I've found that getting a job in a field that I'm interested in is a much faster way to learn. You have the advantage of working with people already in the field, an existing codebase and set of data to tap into, and clear projects with deadlines and impact to the bottom line.

Example: Machine Learning. I learned much more in a few weeks at a job at a Machine Learning company than I ever did trying working through Elements of Statistical Learning on my own.