I know this post is very old but I'd like to contribute my likely-too-late response in case it'll help someone else in the future. Plus I'm in a similar position so I have a few relevant things to say, and I'm sure the landscape has changed significantly since 2010.
First, I see in the comment thread on the question that you were planning on a bachelor's with a potential future interest in a graduate degree. Since you already have the MSc in comp sci and a clear interest in math then I imagine you have at least a decent math background. Getting a bachelor's might not be the best idea, especially if you end up being unable to transfer a lot of previously earned credits. If ultimately you're wanting to pursue a graduate degree then I'd recommend at least trying to start with a graduate program. It's possible you'd need to take some prerequisite courses but surely this would be better than going through an entire bachelor's program again. But if you're thinking a bachelor's is all you want then by all means go for it.
I completely understand the feeling of wanting to pursue a degree rather than just self-studying, because I feel the same way and I'm in the same position as you right now. I do a lot of self-studying and it is certainly enjoyable and fulfilling. But I share the feeling of wanting to have something to show for it, even if that doesn't mean anything to anybody else. At the very least, having that degree is a mark of completion. And with that mark comes that sense of satisfaction from having successfully completed something challenging. And for me, that's all the motivation I need. It shows that you individually put yourself on a difficult path and successfully navigated through it. What would successful completion of an independent study even be? Finish reading the book? Work every problem in the book? Correctly work every problem in the book? Yes, we can all try to do this navigation with independent studying but there's no accountability there and no clear definition of successful completion. If you fail at independently studying something (e.g., gave up halfway through, or finished the book and learned nothing, etc.) then no one ever needs to know you tried. If you fail out of a graduate program then it's quite the blemish on your record and could be difficult/impossible to hide. My opinion is that pursuing an actual degree, especially if it's just for fun, shows a level of dedication higher than independent studying. Some may wonder what's the point of showing this level of dedication, especially if it's a just-for-fun pursuit. I address this in the next paragraph.
As I mentioned, I'm currently in a similar position. I have two bachelor's (math and computer science) and two master's (math and applied math) degrees and I've been tossing around the idea of getting more graduate degrees, possibly in statistics, computer science, electrical engineering, and even more in math. Some may (and some already did) scoff and condescendingly tell me the degrees are useless, I'm wasting my time, etc. Depending on their level of derision, to them I would say something to the effect of, "Cry me a river! I'm not living my life for you and I'm not obligated to make decisions about my life based on what's appropriate for your own personal world view." It really surprises me how many people there are who can't comprehend the idea of another person following pursuits and interests that don't line up with their own. Also, who's to say the degree is completely useless? We don't know what the future holds. Maybe you'll find during your studies that you enjoy it more than you ever thought you would, and you want to make a career change. Maybe you won't want to make a career change but at some point you unexpectedly find yourself in a situation where you need a new job in the same field. Having pursued a graduate degree from a respectable institution (i.e., not a diploma mill and preferably a regionally accredited school if in the U.S.) while holding down a full-time job should look great to any prospective employer. And as long as you left your old job on good terms, why shouldn't it look great? Sure, independently studying while working full time is also challenging and rewarding, but anyone can say they independently studied something, and even if they did we come back to the issue of how to measure success with independent studying.
A more legitimate question I get is, "Why get more math degrees?" And my answer to that is (1) because I love it and I want to, (2) different schools have different programs and curricula, so doing the same degree at different places doesn't mean I'm doing all of the same courses over and over again, and (3) I have been contemplating pursuing a PhD and I believe I've been out of formal academia too long for that to be possible otherwise.
I'll put the soap box away and go get the list of online programs in math that I've found.
Links are valid as of April 21, 2016. In no particular order: