Going Beyond Introductory Physics Due to certain reasons, I don't have the chance for going to college for under-graduation, but that doesn't mean I can't choose to walk the hard path and learn. Over the past month or so a lot of people have asked about resources for physics online or offline, but what I want isn't just the resources, but advice on what to study.
I have taught myself the basic undergrad stuff (essentially classical mechanics and electromagnetism with a bit of modern physics with things like the one dimension time in/dependent Schrödinger wave equation) through a combination of MIT OCW, Giancoli and asking around, but what boggles me is how to proceed ahead. I want to understand things instead of just knowing their names and there is so much to physics beyond this that I don't know where to start.
I'm reaching out like this because I'm hoping that someone will give me a basic idea on where to start tackling these things. For example, I have a deep interest in thermodynamics to learn it what I would love is an answer that actually talks about; what's the next step (or book)? What do you recommend to get a solid grinding for any special math behind it? Any good experiments to actually see what I'm learning? And so on...
I know this might be a tall order, but I just had to ask. I'm sorry if this detracts from the main purpose of this site.
Oh and as far as where my interest lies. Well I just like to create things and what I'm fascinated about is creating systems no matter what form they take.
Thank you.
Update: I know that this question may seem broad and vague, but it's just that I see things in a sort of connected way in my mind. So, although I want to create things and it might appear to be an engineering question it really isn't. I think that traditionally what comprises of engineering is just one view at the same problem. Physics is another. So, if you're wondering what topic to answer on then pick anyone that you know well and you think is connected to the world and helps to expose some of our day to day realities. Things I can use to gain perspective while creating designs. (Particle physics for example, doesn't really make the cut, but fluid dynamics does and so on.)
Update 2: I'm sorry for all of the confusion, but I'm essentially asking how to learn applied physics.
 A: Creativity in physics exists, even in experimental physics, in trying to devise, design, build  experiments to test/falsify theories.
From the way you are forming your question it seems to me you want to learn physics in the way somebody wants to learn french, or chinese. As a tool.
This is fine if you have the stamina to go through the grind of mastering the tools just to design a different mousetrap. Guest gave you a link to a series of lectures. It could be a start to see whether your desire is satisfiable or you will be biting more than you can chew.
an elder Anna
A: I like these video-lectures very much
http://www.newpackettech.com/Resources/Susskind/
The statistical physics course explains some of the microscopic basic principles underlying thermodynamics...
Professor Susskind is an awfully good and patient teacher. 
I`ve never seen someone else giving such an easily accessible explanation of the meaning of the curvature tensor in GR for example.
A: Anna,
Another aspect of any physics education is the role of mathematics in physics. As you will know there is lots of mathematics underlying physics. Whether and to what extent you want or perhaps need to learn the underlying maths depends on your objectives too. Now I see this line:

Things I can use to gain perspective while creating designs

Which suggests that you have another purpose in learning physics, perhaps the "artistic appeal" of certain structures in physics? If something like this is your reason, then some suggestions are:


*

*Chaos theory and Fractals. This subject is slightly underneath several parts of physics, and may relate to Turbulence and similar topics in Fluid Dynamics. There are certain common structures in this theory, like strange attractors.

*Common solutions. Feynman Vol1 discusses how many unrelated physical processes (electrostatics, neutron diffusion, etc) happen to obey exactly the same equations. So the similar behaviour is repeated in their solutions as well.

*Theory of crystals. These are very regular objects, but there is a surprisingly extensive mathematical theory of the different types of 3D shapes which are possible.


There will be other topics too, but I can envisage how study of these topics could provide some input when creating physics based designs, or looking at some similarities between different topics.
A: 'Learn applied physics' is a tricky question to answer because to 'apply' 'physics' (apologies for the quote marks but i feel they are necessary) you often need to reduce the general equations taught at undergrad level to specific situations with specific limits/boundaries.  To paraphrase an old quote: 'you need to learn more and more about less and less'.  
This doesn't really answer your question so much as prepare you for the fact that learning the detailed explanation of any experiment often requires a very narrow interpretation of more general and complete laws.  This means that learning the details can often be a not very good way to learn 'physics' and concentrating on the text book higher level is in some way more satisfying for the amateur.
I have tried to avoid be patronisng so apologies if this all comes across as obvious.
