The Best Way to Approach Music Theory

To those who may play instruments but never really focused on learning music theory, your hesitation is warranted. The standard method of teaching theory includes all sorts of redundancies and complications that reduce it to a hard-to-apply series of terms and classifications. That being said, theory is still incredibly useful and rewarding if understood. So how do you go about learning it in a simpler and more utilitarian way?
The key is to focus on intervals, and you can find many free music lessons online that will lay them out for you. And understand that when I say focus on intervals, I mean learning their names as well as learning their sounds backwards and forwards. A true understanding of theory means not disconnecting it from sound at any point, but this is hard to do when introduced to scales and other large collections of intervals at once.