I taught myself one (mainly) coursework based subject and one written exam subject.
The coursework based subject was much easier to self teach, as you can guarantee yourself a higher mark and the written exams are generally easier. You can't be sure you self taught yourself every possibility for an exam question - but you can be sure, given enough time, that the coursework is 100%.
When it comes to written exams, past papers are key. Also, you'll want a good textbook. Do a bit of research and find out a good, comprehensive textbook. Do not buy a 'Teach Yourself' textbook - they do not go into enough detail for a safe A grade at A-Level.
Best of luck!