I think the only exercises that you would be unable to do by yourself are the speaking exercises. The rest of the exercises you'll be able to do. Be careful in needlessly spending money on extra books other than the normal course book. It'll help if you could find out which course book you'd be using in an upcoming course by contacting the language school itself where you'll be taking the course. After that, you could get the accompanying grammar practice workbook with key for self-study.
Doing it this way, you can do the complimentary exercises from the workbook which will go hand in hand with your intended book.
Pearson Education (previously Longman) and books published by Cambridge are usually better designed in my experience for doing the advanced Cambridge exam.
If you're still confused as to what do, feel free to drop me a line.