Richard Feynmann claimed that he wasn't exceptionally intelligent, but that he focused all his energies on one thing. Of course he was exceptionally intelligent, but he makes a good point.

I think one way to improve your intelligence is to actually try to understand things in a very fundamental way. Rather than just accepting the kind of trite explanations that most people accept - for instance, that electricity is electrons moving along a wire - try to really find out and understand what is actually happening, and you'll begin to find that the world is very different from what you have been taught and you'll be able to make more intelligent observations about it.

http://www.reddit.com/r/askscience/comments/e3yjg/is_there_any_way_to_improve_intelligence_or_are/c153p8w

reddit user jjbcn on trying to improve your intelligence

If you're not a student of physics, The Feynman Lectures on Physics is probably really useful for this purpose. It's free for download!

http://www.feynmanlectures.caltech.edu/

It seems like the Feynman lectures were a bit like the Sequences for those Caltech students:

The intervening years might have glazed their memories with a euphoric tint, but about 80 percent recall Feynman's lectures as highlights of their college years. “It was like going to church.” The lectures were “a transformational experience,” “the experience of a lifetime, probably the most important thing I got from Caltech.” “I was a biology major but Feynman's lectures stand out as a high point in my undergraduate experience … though I must admit I couldn't do the homework at the time and I hardly turned any of it in.” “I was among the least promising of students in this course, and I never missed a lecture. … I remember and can still feel Feynman's joy of discovery. … His lectures had an … emotional impact that was probably lost in the printed Lectures.”