My own take on it:
Lang's books about the basics I find lovely
- Basic stuff: Basic Mathematics - Lang
- One variable Calculus: A First Course in Calculus - Lang
- Multi variable Calculus: Calculus of Several Variables - Lang
- Linear Algebra: Linear Algebra - Lang
- Number theory: An Introduction to the Theory of Numbers - Niven, Zuckerman, Montgomery
Some more advanced stuff
- Algebra: Algebra - Artin or Algebra, Chapter 0 - Aluffi
- Complex Analysis: Functions of One Complex Variable I - Conway
- Probability Basics: An Introduction to Probability Theory and its Applications I - Feller
- Real Analysis and functional analysis basics: Real Analysis - Folland
- Basic Differential Geometry: Elementary Differential Geometry - O'Neill
- Riemann Surfaces (algebraic take): Algebraic Curves - Fulton
- Differential Topology: Differential Topology - Guillemin, Pollack
- Riemann Surfaces (analytic take): Compact Riemann Surfaces, an Introduction to Contemporary Mathematics - Jost
- Modern Differential Geometry: Lectures on The Geometry of Manifolds - Nicolaescu
- Functional analysis: Fundamentals of the Theory of Operator Algebras I - Kadison, Ringrose
- Introduction to the Index Theory of which you actually have already seen some in the Riemann Surfaces books with the Riemann-Roch theorem: Index Theory with Applications to Mathematics and Physics - Bleecker, Doob Bavnbek
- Homological Algebra: An Introduction to Homological Algebra - Weibel
- Algebra for algebraic geometry: Commutative Ring Theory - Matsumura
- Soft introduction to schemes: The Geometry of Schemes - Eisenbud, Harris
- Algebraic geometry: Algebraic Geometry - Robin Hartshorne
This should get you up more or less to what was current in the '60s :)
Additional methodological note: I'm not suggesting going linearly through all these books. Well, perhaps going linearly thorough the basics would be a good idea, but after that I would follow my own interests.
The important thing is really to have pen and paper and work things out by yourself, not just reading the book.
I'm not saying you should try to prove all the theorems yourself or do all the exercises, that would take an unrealistic amount of time, but you can try to think about a theorem before reading its proof to see if you have a sense of which road is more likely to lead to a proof, and then try to reproduce the proof with pen and paper after having read it to check if you actually understood it.