Gerard 't Hooft has put together an overview called How to Become a Good Theoretical Physicist. Unlike learning to become a mathematician Gerard's site is more informal and built for a specific purpose. I'll let him explain:
It so often happens that I receive mail - well-intended but totally useless - by amateur physicists who believe to have solved the world. They believe this, only because they understand totally nothing about the real way problems are solved in Modern Physics.Think of the site as a corrective primer for those who would try and solve modern physics using non-scientific or pseudo-scientific means. He starts with language and math and slowly builds a rough curriculum for modern physics. All the links I've checked are to free resources online. Even in sections with a few, but wonderful resources, Gerard lists the types of topics one should understand.
I'm not sure people who have a new pet theory will use the resources to teach themselves modern physics. I'm not sure the site will dissuade any cranks from working on theories that have fundamental flaws. I am sure that Gerard's site is a great resource for those of us who want to learn more or who want to refresh what we know with useful resources around the web.