What Should I Read Next in Physics for Self-Study?

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Nick M
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As an engineering major, my class layout includes only Physics I & II w/Calculus (which I finished last year). I'll be taking Thermodynamics and Fluid Mechanics in the engineering department soon. I've got Calculus I & II and Linear Algebra finished, and will be taking Multivariate and Diff-EQ this year.

I'd like to continue with a self-study Physics plan on the side. What should I read next? I picked up Quantum Theory by David Bohm, and was going to also snag Griffiths Intro to Quantum Mechanics. Does anyone have a recommended "list" to follow? I've tried to generate one based on the Physics curriculum at my school and Amazon book reviews. I'd much appreciate some recommendations.
 
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I see that people usually take Physics II (E&M, using chapters from a general physics text like I did) followed by junior level E&M (using a text such as that which you mentioned - Griffiths), and then a graduate level E&M (using a text such as Jackson).

Is this all really necessary? I understand having Physics I, II, III, and Modern, which gives a nice tasting of everything, and introduces the student to a lot of material - but are there people who then just buy the text from Jackson and have at it? I guess my question is, what sorts of things are held back in say Griffiths, and then introduced in Jackson?

Does it have something to do with relativity entering the picture?