I started studying math intensely (doing every exercise in books, etc) when I realized the same thing: math was a limiting factor for my programming ability. Michael Abrash hints about this in some article, and I sneered at it until I realized it was true.
I considered going back to do a math degree but the amount of hassle involved, as well as other life changes required, made that impossible.
I would like to know how it worked out for you. Are you glad you did a degree program? Do you feel you met people and made connections that were valuable, that couldn't be made by an autodidact?