Now, my weak points are electrodynamics. I find the subject very unintuitive and absurd and that worries me. Moreover, I don't want to spend hours solving physics problems as I'm a math major, not a physics major.
Electrostatics should be pretty intuitive. If I hadn't studied electrical engineering and physics, particularly electromagnetism, I might not really understand vector calculus to this day, which would be kind of embarrassing. I know math grad students, even gifted ones, who are, indeed, in exactly that embarrassing situation.
However, if you're more of a math person, eventually, you would probably feel better using differential forms, rather than the old classical vector calculus. Probably, my favorite treatment of forms is in V I Arnold's Mathematical Methods of Classical Mechanics. He doesn't cover E and M, but E and M is also good motivation for using forms. So, try to express Maxwell's equations in terms of forms instead of vector fields, first in 3-d. Then, maybe try 4-d. I sort of figured out how to do it myself, my only reference being Penrose's Road to Reality, which tells you the result, but not how to get there. Eventually, I want to write up my version of it and put it online. You can find more of a traditional physicist's version of this in Jackson. The next thing is to see if you can get a wave equation out of that.
Another very nice place to get a bit of intuition for E and M is in Feynman's Lectures on Physics, volume 2. The two things here that are really nice are the example of setting up a plane wave by accelerating an infinite sheet of charge and calculating the speed of light by using a plane wave. This gives you really good intuition for why waves will result and why they travel at a constant speed, regardless of reference frame (which ominously foreshadows the craziness of relativity--this was actually Einstein's main inspiration, rather than Michelson and Morley's results).
Finally, it helps to understand the sort of general idea of Green's function. This is a general technique in PDE, which also happens to apply to electrodynamics. Some very intuitive material discussing this general topic can be found in the last chapters of Visual Complex Analysis and in V I Arnold's book on PDE.
I'm still sorting out the intuition for electrodynamics, myself, and, like I said, when I have it all figured out, I want to put it all online--the most intuitive possible explanation of the whole story.