Well, of course there's the Loci Antiqui and Loci Immutati in Wheelock. By the time I finished Chapter 40, though, I was bored with Wheelock and wanted to move on to something else; I'll come back to those later, if I get around to it. What I did was move on to Lingua Latina Per Se Illustrata.
What actually happened with me was this:
* Bought Wheelock, studied it a bit. Got bored with it, set Latin aside for quite some time.
* Bought Lingua Latina. Was quickly convinced that Latin isn't so bad if I can read the first few chapters without difficulty. But as I progressed, the book became harder and it felt less like reading and more like studying.
* Armed with confidence from Lingua Latina, went back to Wheelock and eventually did all 40 chapters. This took about a year. (It would have taken much shorter, probably a couple of months, if I could have devoted most of my time to Wheelock.) This time around I used the flash card program Anki along with flash cards made out of complete sentences from the book, instead of drilling vocabulary. It was very rough going at first, but it quickly became pretty effective.
* Now I'm going through Lingua Latina again, and at a brisk pace -- it's trivially easy after having done Wheelock. I found that it still has plenty to teach me, however, not least because its vocabulary tends to be different from Wheelock's. There's also quite a difference between reading isolated sentences and reading an entire story in Latin, so it's good practice without hurting my brain the way Wheelock's passages do in the later chapters. Also, that Lingua Latina is often fun to read is an immeasurable help.
* I have bought the Lingua Latina edition of De Bello Gallico, which I will read after finishing Lingua Latina I. I still think it's pretty wild that I'm going to be reading Caesar soon, if only excerpts (pretty large excerpts, though).