I'm a huge fan of The Great Courses; have been from a young age, back when it was The Teaching Company. My podcast series is inspired after their structure, which I only created because (a) back then TGC:ML didn't exist; (b) to provide something free - TGC is quite expensive. Now with TGC:ML out, MLG & TGC:ML effectively scratch the same itch. You could choose one or the other, or both, depending on your budget / time.
As I said, TGC can be quite expensive. Here are ways to find it cheaper:
If you do buy a course, I'd be pleased if you did so via a link on this website, as I'm setup with their affiliate program. I do not recommend them for the money, I'm a life-long fan of theirs and am only adding affiliate links because they provide it - I'd be recommending them anyway.