Working towards learning Theoretical Physics I am a working software developer with 15+ years of of experience and have always been interested in the field of Theoretical Physics. My dream (as amateur as it might sounds), is to work on the problems such as ToE etc. every day after-work.
Would this require a formal course ? If yes, then where should I look ? 
If no, then could I just start working through a stack of books to gain more understanding of the field ? I looked at an answer to the question "Book recommendations" and it seems to have a long list. But it seems to be a just long list without any order or focus. Any help on formulating a structured list of books (or even sub-topics) to would be really helpful and appriciated.
 A: I self study, I tried a formal course but it did not appeal to me.
Most of what you learn, you teach yourself. That's expected of you on a formal course, also
Two video series you could watch, J. Binney Oxford and L. Susskind Stanford, both on youtube.  Taking your own notes based on these is very helpful.  The dreams of  TOE as a solvable problem have kinda faded a while back. But once you get into T. physics, the learning part is fun 
A start list of book is Mary Boas: Math for the Physical Sciences which is free!,  
D. Schroeder: An Intro to Thermal Physics. 
Vibrations and Waves: A.P. French
Classical Mechanics: Kibble 
Halliday and Resnick is a good (big) textbook, which covers' the very basics up to the level of the other books listed here.
The Schaumm series of worked exercises is good on Electromagnetism. 
That should keep you going for a year. It is only then you will know which area of physics you think is best for you. 
Best of luck with it (and don't expect to see much of your friends for a while, it's a real slog in parts, but keep at it).  
