Patrick comments on Free Tutoring in Math/Programming - Less Wrong
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The reference I've been suggesting for Python is http://learnpythonthehardway.org/
A way I've found effective for learning beyond the basics, is to tweak existing programs. github.com has a massive amount of code for you to look at, to copy and change, searchable in many ways, including by programming language.
Learning programming is similar in difficulty to the project of becoming a clearer thinker, and as useful.
It has the advantage of being more well defined though ;)