Graduate Statistical Mechanics:
Statistical Mechanics is one of the most enjoyable classes in graduate school. One first must understand classical mechanics, electrodynamics, and quantum mechanics. Then one can begin to study statistical mechanics.
My approach is to start with Thermodynamics to lay the core concepts. (This is in contrast to the approach which starts by Day One considering the ensemble of states created by flipping coins.) After all, it doesn't make sense to cover calculating free energies when you don't know what they are!
Next comes kinetic theory, from which key questions on distribution functions and reversibility arise. Finally comes statistical mechanics, linked to kinetic theory through the concept of ergodicity. Along the way we cover phase transitions from all different perspectives.