I am teaching myself HTML, CSS, PHP and MySQL at the moment, I found the 'Head First HTML with CSS & XHTML' published by O'Reilly to be a very good learning tool, it might seem a little basic at first especially if you have some prior knowledge of the subject, however, its teaching methodology is to help you learn by understanding what you are learning, rather that just presenting a subject to you. It is littered with structured examples and excercises with downloadable code for the initial starting point of each, and the final point so you can compare if stuck.
It wont go in to advanced depths, but it should be enough to give a solid basis of understanding. They also have a PHP & MySQL title as well as others. I bought the paperback version of the HTML/CSS one and dont regret it at all, however, I have noticed, if you google, you can find pdf's of them too.