For studying calculus, doing problem sets is the main thing, until the process becomes more or less mechanical. You can do that on your own for the most part.
If you crave understanding, however, you cannot find better on-line lectures than those of Prof. Herbert Gross.
Prof. Gross taught mathematics at MIT and Bunker Hill Community College for a lifetime, and around 1970 he prepared a series of videos — the clearest instructional films I can remember seeing.
The main series, "Calculus Revisited", is part of MIT OpenCourseWare. The multivariable calculus videos are not included there yet, however, so has posted them himself on his own website:
- Part 2: http://www.adjectivenounmath.com/id93.html
- Part 3: http://www.adjectivenounmath.com/id98.html
Note that there are extensive paper (PDF) materials intended to supplement the videos.
Prof. Gross's videos are far and away the best of their kind that I have seen, and never mind that they're vintage 1969 and black and white. (Calculus itself dates from around 1660-1860 and the era of ink and quill.)
I contacted Herb Gross earlier this year and asked him about the origins of his project. He told me that he developed this curriculum over about three years with Harold Mickley, the director of the Center for Advanced Engineering Study (CAES) at MIT. It was intended for industry. Gross and Mickley went over the lecture plans in detail to ensure that everything was as clear as possible. No cue cards (the predecessor of the teleprompter) were used, since the blackboard content was written out in advance and provided a running outline of each lecture. He added, "Our feeling is that it was fine to overload the content because people could view the video at their own pace, pausing the video and/or fast forwarding it as desired. To keep things from being boring or looking 'canned' to the students, we left enough space on the board for me to interject supplementary remarks with the black chalk." I asked about the filming schedule; he was not positive but said he thought it was two or three videos a day twice a week.
He said, "By MIT standards I was a mediocre math student but an excellent math instructor." Not only an excellent instructor but a most generous one. Herb Gross and MIT have done the calculus student an immense service.