Imagine a stock market where everyone agrees on everything. Valuations are always perfect, because our information is perfect and everyone makes the same assumptions. There are no surprises ever, and you can rest assured that a dollar invested in a total-market vehicle like Spyders (AMEX:SPY) will always rise in value at a perfect 12.1% annually.

In that world, you can also assume that the market is perfectly efficient, that wind resistance has no effect on physics calculations, and all cows are perfectly spherical. Also, Babe and Wilbur just flew by your window and wish to send their greetings to the Easter Bunny. And here's some free chocolate.

That was fun! Where do I sign up?
Now, welcome back to our messy, unpredictable, real world.

Over here, it isn't good enough to rely on conventional wisdom and historical market trends. You can beat the market, but it takes research and instinct and knowledge. But don't panic -- I have a couple of ideas on where you can start to build the foundations of a great investment mind right here.

One great place to start is the Fool's School, especially with the kids hitting the books again this time of year. Spend a little of your newfound extra time on learning how to balance a portfolio, define your own investment style, or read financial statements. I'll wait right here with your next assignment.

Back so soon?
OK, so you got the basics. Let's add a bit of je ne sais quoi to complete your financial makeover.

You can pick up a few books to help you along the way. Since I'm a Rule Breaker at heart, I'll go with the ones that expand your mind and set you up to see the opportunities that others would miss 99% of the time. That is, after all, how you get ahead of the game in the glorious mess we call "reality" around here. Try these:

No more reading
I don't want to inflict the Death of a Thousand Paper Cuts here, so let's leave the library now. Maybe you respond better to video clips and PowerPoint presentations? I've got some for you.

Google (NASDAQ:GOOG) regularly invites brilliant minds to its Mountain View campus to hold what they call Tech Talks -- quick seminars on anything under the sun. Current highlights include "web development for perfectionists with deadlines," an inside look at the Second Life metaverse, and scalable Internet data mining. The best part is this: Many of these presentations end up online for your edification.

You don't want corporate backing and the bias that might come with it? Then I suggest you head over to the Santa Fe Institute, where omnidisciplinary science is the order of the day. If anybody can show you where a complex world is turning next, SFI would be it. When institute president Geoffrey West was tapped as one of the 100 most influential people in 2006, co-founder and Nobel Prize winner Murray Gell-Mann took the opportunity to tell us why we need to think outside the traditional disciplines of social and natural sciences:

"Studies of social animals, for instance, can teach us a lot about how armies and terrorist groups work, allowing us to respond better to security threats. Knowing how our brains learn can help us design better computers. Understanding the behavior of schools of fish can help us avoid disasters like the 1987 stock-market crash."

The institute is currently digitizing a staggering amount of presentation videos for public consumption later this year. You can have a look at the event schedule for an idea of the breadth of intellectual effort at the Institute, and then get started with the first handful of public videos on -- which itself is a fine resource for inquisitive minds.

The Santa Fe Institute is good enough for Oprah Winfrey, Toyota (NYSE:TM), Legg Mason (NYSE:LM), and even John Deere (NYSE:DE). Maybe you should have a closer look, too.

Independent study
Now you've earned your rule-breaking wings, and you're ready to go find more food for thought on your own. If you still want some help, Sun (NASDAQ:JAVA) runs a series of articles under the moniker contrarian minds, and Cisco (NASDAQ:CSCO) has a set of networking seminars on its home page, and ...

That's a good start. And here's the kicker: There's an online community ready to share their own astounding finds with you, and to share in yours. I'm talking about the exclusive discussion boards of ourRule Breakers service, where a whole lot of really, really smart people help each other become better investors every day. It's yours for free, with a 30-day trial pass, and I bet you'll get hooked and come back for more once the no-strings trial period ends.

And if you haven't connected the dots yet and still wonder what any of this has to do with investing, let me put it like this: If you can see what the next big thing is going to be, it's just a matter of finding the company that's doing it already -- before the entire market catches on. That's the Rule Breakers way, and it's exactly what this intellectual exercise is all about.

You can beat the market!

Legg Mason is a Motley Fool Inside Value pick.

Fool contributor Anders Bylund is a Google shareholder who holds no other position in any of the companies discussed here. You can check out Anders' holdings if you like. Foolish disclosure is always on the bleeding edge of virtual reality.