I find that the impressiveness of a Khan Academy video for me is negatively related to how much I know of the subject. As a math graduate student and calculus teacher, I find Khan's math/calculus videos the least impressive of the lot, his physics/chemistry/biology videos mildly impressive, and his history videos the most impressive.
What this suggests to me is that the Khan Academy is lacking in depth and clarity of presentation, as well as in addressing the subtleties and key issues that would be necessary to impress a person with some knowledge of the subject. Watching the Khan Academy is roughly akin to having a smart kid in your class (who is learning the subject along with you) explain to you what he/she has understood of the subject. It is not really comparable to how an expert teacher would convey the material.
This may not be completely a minus, because the lack of polish and the chumminess of the videos might itself be an endearing factor that makes people more comfortable with the videos. It also makes it easier to scale up and make a larger quantity of videos. Also, the low intensity of the videos makes it easy for a person to watch them when tired and distracted without missing out on too much.
Here are some examples of sloppiness:
(i) In the calculus videos, when I viewed them, the graphs were drawn very shakily, extremely hard to understand, and not well labeled.
(ii) In a video on classical mechanics, there were some inaccurate statements about normal force, describing it as a reaction to gravitational force in the action-reaction sense (this was fixed later, I think). These weren't merely careless errors in speaking, but reflected a deeper lack of understanding.
(iii) The examples and symbol choices are often confusing.
If you are recommending watching Khan Academy videos, I suggest you add the caveat that they should not expect a lot more (in terms of accuracy and quality of explanation) than they would expect learning from their colleagues.
Learning materials , including video lessons, are all just support for your learning effort. What is more important is your eagerness to learn the subject. Reading books and solving exercises will be more beneficial than watching multimedia learning materials.
Best Answer
Yes, this site as well as wolfram|alpha are both excellent resources for teaching yourself math!
In addition, I would suggest looking at this site. It provides tons of great math videos, if you are like me and too lazy to read your book sometimes. :) KhanAcademy is also good, but I do prefer the latter. If you can afford it, perhaps you should consider getting into an online class? That way you get more resources and a professor to directly speak to. Not to mention, most math jobs require that you show some accreditation (e.g. a degree). Not exactly sure about your situation, but thought I would mention it. Best of luck!