Two days before the end of course registration, I finally made up my mind and enrolled with the OU for SMT359 - Electromagnetism (course description here). I quote:
"This course is concerned with the electromagnetic fields and electromagnetic radiation that pervade the world around you. It shows how the main ideas of electromagnetism can be encapsulated in the famous Maxwell’s equations."
Maxwell's equations constitute one of the pinnacles of classical physics. I see the course as a rehearsal, mathematically speaking, for the OU's course on quantum mechanics (SM358 - here) which is not available until 2009.
I am mindful that even that is two steps away from the frontier. After basic quantum mechanics comes quantum field theory, and beyond that (for most researchers), string theory. Both seem inaccessible to mere mortals, but I recently discovered books covering each at advanced undergraduate level.
I have ordered "Quantum Field Theory in a Nutshell" by A. Zee for Christmas (thanks, Alex!) and have my eye on "A First Course in String Theory" by Barton Zwiebach, for later. They both get pretty good reviews on Amazon.