It's been mentioned here on Less Wrong before, but I'll recommend it again - Project Euler. It's a set of 300+ math problems that are to be solved by designing an algorithm to run in under a minute.

Getting into Project Euler last summer is likely the best move I've ever made to improve my programming skills. I'm not a programmer, but coding skills come in handy in lots of places, so I started working through the PE problems as means of learning Python.

Since I started I've replaced almost all my casual reading with research into algorithms and math, and I've gone from a Python novice to a fairly advanced user without it ever seeming like work. Getting the right answer makes you feel smart, which is an ego-stroking way of making you continue.