Welcome to the boards, or rather welcome to posting. You've been lurking for a long time!
I basically self-taught theory up to grade 5, and used the Music Theory in Practice series. They were brilliant. They go step by step, and don't assume that you know anything that they haven't taught you. Each grade starts where the previous grade finishes, so there are no big jumps when you move on to the next grade.
This is a link to the grade 1 book that I used:http://www.amazon.co.uk/Music-Theory-Pract...6725&sr=1-4
There is now a new version, which I presume covers a change in syllabus or something.http://www.amazon.co.uk/Music-Theory-Pract...6725&sr=1-1
Once I'd studied grades 1 to 5, I consolidated by studying the pink AB Guide to Music Theory. I loved this, because it also teaches in a logical order when you read it from start to finish.http://www.amazon.co.uk/AB-Guide-Music-The...6949&sr=1-1
I studied on my own, but gave my completed books and exam papers to my piano teacher for marking. This was really helpful because she sometimes pointed out things which I hadn't fully understood. It was also helpful in the composition questions, because there are so many possible answers which makes it hard to know if mine were any good.
If you plan to go beyond grade 5, then it becomes a different story. No book that I've ever looked at starts at the end of grade 5, and takes you forward. I'm currently studying using the rather brilliant Anna Butterworth Harmony in Practice book. This covers grades 6 to 8, but I had to wait for a few years while my Kodaly classes closed the gap between the end of grade 5 and the start of the Butterworth book.http://www.amazon.co.uk/Harmony-Practice-A...7052&sr=1-1http://www.amazon.co.uk/Harmony-Practice-A...pd_bxgy_b_img_b
(Yes! Kodaly isn't just rhythm names and hand signs. It is lots of things, including teaching music theory to beyond grade 5 ...)
I've been using Paul Harris' Improve your Sight Reading series for piano sight reading. I find them sequential, with no big leaps. I use Sight Reading for Fun if I need extra practice on any particular grade. I know that Paul Harris does other instruments, but I don't know if he does violin, or if the violin series is any good.http://www.amazon.co.uk/Piano-Grade-Improv...7473&sr=1-1http://www.amazon.co.uk/Sight-Reading-Fun-...7586&sr=1-1