I did all of my exams by self study. This was in the early 80's mind you, when there were (from memory) only three written papers and an oral exam taken with the examiner after the General Flight Test. All of my papers were first time passes, so self study can be done successfully.
The best available books then were the series written by Ron Campbell. While they were good, I think that Trevor Thom's books (which appeared a few years later) are better.
If you're happy to do so, I suggest that you obtain whatever books your club reccomends and work your way through them. I found that doing the sample questions was an important way of checking understanding and targeting areas requiring further study.
I had the advantage though of studying for my exams only a few years after finishing full time education, so I still had my "study skills".
Best of luck for the exams.
P