Have you looked at the archived "library" at the top of this page? There is more information available to you on the Internet than you could ever hope to find (or afford) in printed form in a physical library.
I highly recommend Serkan Cabi's page of links to on-line streaming video lectures. On rainy weekend days, I spend hours and hours watching lectures on String, LQG, cosmology, astrophysics, etc. It's an educational opportunity that no single school or course of study can afford you.
http://web.mit.edu/people/cabi/Links/physics_seminar_videos.htm