I took a Masters in Mathematics with the Open University. It's not quite as brutal as simply telling you which textbook to read and see you in nine months for the exam (repeat five times), but it's not far off.

It's not quite entirely by yourself, as in the webpage linked, but it worked like this:

1) Get sent problem sheets and a list of what chapters
in a textbook to work through.
2) Read textbook.
3) Solve the problems in the textbook.
4) Watch a one-hour live webcast to you (and a dozen
other people) four times.
5) Send off completed problem sheets; if you make the
pass mark, your prize is a seat in the exam.
6) Optionally pay for a weekend of direct instruction to
you (and a dozen others) in person somewhere (I did
this 3 times out of six, I think).
7) Sit three hour exam in supervised exam hall.
8) Go home, open next textbook.
9) Repeat four more times, and then write a dissertation.

As in the linked webpage; it's just you and the textbook, for nine months. Not the same as in the linked webpage; there is a tutor you can eMail. This was often not as useful as you might think and some years I eMailed my tutor fewer than five times.

Also not the same; a formal, full-on three hours exam in a formal exam hall. This sets the bar pretty high and is a really good indicator to yourself. I think this makes a real difference; someone else validating that yes, you really do know what you're talking about (or not, as the case may be - I think that of everyone who starts this, less than fifty percent pass the first exam, and if I had to guess, I'd say that it's not so much that the maths is hard; making yourself study it to the level required month after month is hard).

I estimated that the time I spent on this was roughly equivalent to working full-time for 6-8 weeks per year. Interestingly, if I'd been given an actual 8 week block, I don't think I could have done it. I couldn't spend 8 hours a day reading a maths textbook and get the same from it as if I'd done it in four two-hour blocks spread over a week.

Coming back from an exam, sitting down at the table, putting all the notes and papers and books from the previous subject to one side and then sliding the virginal textbook and brand new notes and problem sheets onto the table was brutal. It can be done, but you have to want it. I found that in terms of taking in new knowledge, I couldn't do more than a couple of hours with the textbook at a time. For practising and solving problems, I could sometimes sit down at lunchtime on Saturday to just have a go at one quickly and stand up again eight hours later, table covered in notes and the problem at hand having been thoroughly explored and answered (typically, sadly, spread over several pieces of paper which I would come back to in the future and condense into a smaller paper space).

The study habit it forced into me is enormously valuable in itself. I can now pick up a high-level maths text book and simply start learning. I won't understand much of it, but I know that if I keep at it, I will. Grind, grind, grind. Not just mathematics, either. Someone gave me a Learn Japanese book for Christmas and now it's in me. I ground through it, and now I've got another one and I'm going through that. It's as if the subject doesn't really matter, so much as the studying.