What is the "optimal progression" in studying philosophy by yourself, if there is such a thing?
There's not necessarily an optimal progression, although there are certain works which, in my opinion, require knowledge of earlier works to understand or appreciate fully. For instance, the
Summa Theologica, more commonly just referred to as the
Summa, by Saint Thomas Aquinas, is, on its surface and in intent, supposed to be essentially an all-in-one handbook for the literate Catholics, regarding philosophy, theology, canon, doctrine, etc. Today, we see it as a magnificent synthesis of Aristotelian natural philosophy and Christian teachings. While, especially if you are a Christian or Catholic, you will appreciate the
Summa, the full appreciation, again in my opinion, can't be reached without first a passing familiarity with Aristotle, Augustine of Hippo, Plato, and Cicero. He alludes to several other thinkers, both contemporary and ancient, but these ones are most important.
Augustine of Hippo, mentioned above, is another foundational early Christian philosopher. His two biggest works,
Confessions and
City of God, were probably some of the most influential Christian works in the early Church. He was instrumental in incorporating Neoplatonism with Christian theology.
Generally most people would probably tell you to start with Socrates, because the Socratic Method specifically as well as his musings on ethics and self-knowledge more generally, form the backbone of what we understand today to be "Western Philosophy." I don't necessarily disagree.
Moving into the late Renaissance and early modern era, we have Descartes, famous for "I think, therefore I am," Immanuel Kant with his Categorical Imperative, and John Locke, most famous in the US for being plagiarized in the Declaration of Independence. These three are all vital for a comprehensive understanding of modern Western Philosophy.