I have MSc in CS, though I sort of wish I have followed it up with a PhD in maths or physics, both of which I ended up loving more than CS. That said, my MSc in CS was very theoretical, granted by an institute that grew under a math department. I learnt all maths and physics in a rather traditional way: by reading textbooks and solving problems. In fact, I'm staring at a meter high pile of textbooks right now :-)