For data structures, try building simple database apps in php or another high-level web-enabled language. Maybe a simple accounting or budget system, or for something less boring try writing a simple game. Ultimately nothing teaches like experience and necessity.
For the game angle I would start with something high-level like this:
http://www.love2d.org
The lessons you learn by just creating something and solving your own problems, for better or worse, will carry over to any language.
For more specific help, try getting on the mailing list here:
http://www.gameprogrammer.com/
Quote:
Show me your code and conceal your data structures, and I shall continue to be mystified. Show me your data structures, and I won't usually need your code; it'll be obvious.
- Eric Raymond, The Cathedral and the Bazaar
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