In order to learn Torah, what I think is the best idea is to concentrate on the basic achronim [authorities after the middle ages] that show how to get into the depths of Torah, i.e. R. Haim of Brisk and those from that school up until Rav Shach.

The reason is that maybe in first generations it was clear to them, but nowadays it is hard to get into the depths of Torah without those that showed the way. 

Now if one is in a Litvak yeshiva like Brisk or Ponovitch, one could simply learn the Gemara with Tosphot and the rishonim, and then go to the class of the rosh yeshiva. But if you are like me in so far that Ponovitch and the other great Litvak yeshivas are not within walking distance, then the best idea is to have your own copy of the Hidushei Rav Chaim and the Avi Ezri of Rav Shach.

[In my own time at the Mir in NY I learned a lot of the early achronim R Akiva Eiger, the Pnei Yehoshua etc, They were more understandable to me  I was not really ready for the depths of Rav Shach.]