You do not need IREX done before your ATPL exams, though you will find that questions in the ATPL's are all based on IFR. Therefore I would study and pass IREX first.
Agree on Bob Tait for IREX and Nathan Higgins for ATPL. A full time course will always be of much benefit, however all can be self studied if you have the motivation and no distractions.
Good luck with it all.