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You have to write out a lot of exercises and there is no getting around it. You can't learn the violin by watching videos or reading a book. You have to practice. It's the same with math. But as people said, Khan Academy lectures are very good in steering you through a topic.
Besides algebra, I think it is important to know a bit about probability and a bit about logic. Don't worry about stuff like covariance matrices, but understand what conditional probability is (be able to explain the "prosecutor's fallacy") and write out some of those annoying exercises about urns full of colored balls. Also, show how to write e.g. "you can fool all of the people some of the time, and some of the people all of the time, but you can't fool all of the people all of the time" in predicate logic notation, and see how the parts of the sentence involve switching the order of quantifiers.
Another comment mentioned Baron's workbooks. Any other resources for exercises which you'd recommend?
Ok, I emailed my friend (above) and she said Khan Academy and she says it has exercises. That's great, I had thought it was just video lectures. So I'd go for that.
Thank you. That's kind of you to follow up with us