Books to learn physics, being a math major
Solution 1:
As for mechanics I'd recommend:
Stefan Banach - Mechanics (1951)
Arnold VI - Mathematical Methods of Classical Mechanics
I also recommend Griffiths books:
Griffiths - Introduction to Electrodynamics
Griffiths - Introduction to Quantum Mechanics
Solution 2:
If you want a solid and consistent approach to physics from the theoretical point of view (I assume that as a mathematician you don't want an experimentalist's point of view) then you can't go past the series by Landau and Lifshitz - "Course of Theoretical Physics" (Amazon).
- Mechanics.
- The Classical Theory of Fields.
- Quantum Mechanics: Non-Relativistic Theory.
- Relativistic Quantum Theory.
- Statistical Physics.
- Fluid Mechanics.
- Theory of Elasticity.
- Electrodynamics of Continuous Media.
- Statistical Physics, Part 2.
- Physical Kinetics.
Solution 3:
Michael Spivak gave me a small volume he wrote on mechanics from the mathematicians perspective, and he is said to be preparing to release a longer book on physics explicitly for mathematicians. In the meantime you might like Max Born's Atomic Physics. I myself enjoyed, and learned from, at least looking at J.C.Maxwell's E&M.