The below paper outlines a very comprehensive plan for studying bioinformatics especially in self-study or as class supplement. Several suggestions has been made on the tracks that one can follow to pursue on your own course. Have a look here.
Searls DB (2012) An Online Bioinformatics Curriculum. PLoS Comput Biol 8(9): e1002632. doi:10.1371/journal.pcbi.1002632
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Here's another neat resource if you need problems to test your bioinformatics-related programming: http://rosalind.info/problems/as-table/
Some of these problems are tasks that you usually face at work, some are quite advanced and not usually tackled in day-to-day-work, but can teach you a lot about the underlying mechanisms of tools bioinformaticians usually use.
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Perhaps this post would be better under: Tips?
Thanks for your suggestion. I have changed it.
I edited the link, the original URL was pointing a Figure in the paper.