Handmade Hero must be on this list!

https://www.youtube.com/user/handmadeheroarchive

Oops... It is on the list. But I highly recommend it.

There is some pretty obviously advice in here; basically take notes and do your homework for the sake of comprehension and not merely completion. But, "keep a list of hard problems" is pretty good advice that, I think, most people do not adhere to.