Self study is a good way to go, but Im yet to meet anyone who has done them all in two week stints unless that was all you were doing, and you were extremely disciplined and had plenty of help around...Some of them can be done faster, but Id say performance would slow most down a bit, and most people have a weaker subject(for me it was Aero).
Ive self studied and passed all ok, but if I had the spare cash I reckon learning in a class enviro would be good in some ways and a good way to get them all done in a timeframe.It took me about 11 months fitting it in around a coupla jobs and flying etc.