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Best Way to learn theory?

Hi, thanks for taking the time to read.

There are so many different scales and chords and which scales over which chords. What is the best way to learn all this? I'm fairly familiar with the basic scales (major, minor, modes - diatonic stuff I think it's called). I've just started learning the melodic minor and the harmonic minor.

I'm self taught; the way I've always learned is to develop my own methods of practice, for instance running scales up and down the neck helped me learn the fingerboard and the modes. There's probably better ways.

Thanks