Alpha to Omega: Anne Groton.
I bought this recently and have to say it is *almost* as good as Hansen/Quinn in its detailed explanation of grammar. And for the self-learner it's ideal. It has a key and a book of ancilliary exercises for reinforcement, which also have answers. These ancilliary exercises test you on what you've learned in the grammar sections before going on to extra drills and exercises.
Three books in all, and reasonably priced.
Anyone else got a comment on this?