Learning by doing

I always prefer to learn programming languages by programming something it that particluar language. Besides I always prefer to have a good book about that language too. The problem is that i never know what kind of tiny programms I could write to test my skills. What kind of stuff do you write to test your skills?

Learn algorithms. It's what I'm doing now, and it's very helpful.

Book: Introduction to Algorithms by CLRS (3rd ed) http://www.mediafire.com/view/?d269d9qrpagli4z

Lectures: MIT, taught by one of the authors  http://www.academicearth.org/courses/introduction-to-algorithms/