When I read your question I saw myself in you! I did what you want to do about 5 years ago, to be honest, I am 18 now and I'm not a physicist or engineer yet however self tutoring has brought me a long way and i think my relative ignorance compared to the others who answer your question makes it easier for you to relate to me.
As it has been previously stated there really is no exact place to start however if you ask me following the chronology of the advancements in physics sets out a pretty good self tutoring schedule.
First of all, the maths:
learn maths to the extent that you can solve differential equations with ease. After a point you won't be a able learn much more without knowing calculus.
- Buy used textbooks or follow video courses to learn the basics of integral and differential calculus after you nail down every concept in pre-calc.
If you're overly keen about it like I was, learn multi-variable calculus.
-I recommend stewart's multivariable calculus textbook.
After you're done with the maths you need general physics knowledge like the major branches and current researches etc.
After you have a feel for what physics is start by learning classical mechanics. There are countless textbooks and online sources and for this case you cant go wrong with any of them since its pretty basic stuff. But I recommend the schaums college physics: It's cheap and easy to understand not to mention the ridiculous number of problems it offers.
- For classical mechanics start with kinematics: newton laws, uniformly accelerated motion, harmonic motion, projectile motion and so on. Then move onto thermal physics. Make sure you understand this concept very well because the understanding of thermodynamics will be very helpful for further subjects.
- After kinematics and thermodynamics my opinion is that you should learn electricity and magnetism. Learn about circuitry and magnetism and don't be afraid of Maxwell and his equations.
- Then start trying to understand relativity, special at least because general relativity is far more complex then learn relativistic kinematics. (this is not classical physics but you should still know it before starting quantum mechanics)
- You should also have a pretty good understanding of electromagnetic waves and optics.
After classical mechanics move on to quantum mechanics: the physics of the small and strange. Quantum mechanics is a relatively hard concept to grasp. As for reading material you should definatley read dirac's principles of quantum mechanics cover to cover. After that get a textbook and solve problems.
After you have a good understanding of quantum mechanics explore particle and accelerator physics.
Beyond this point it is up to you, now you know the basics of physics and you can understand any further concepts. In my case for example I looked into gravity and string theory after teaching myself physics for a considerable portion of my relatively short life time.
After you learn this much physics your understanding of everyday concepts change. For example you will know why street lamps are yellow or why a singer can shatter a wine glass with her voice. Besides everyday concepts, you will know how to theoretically break the law of conservation of energy and you will know why two like charges repel each other and so on.
Good luck! If you like mathematical subjects physics wont disappoint you!