also, replying more to the other post above - you can get insights from puzzles. a lot depends on the puzzle (which is why ita is getting praise here). for example, the ita puzzle i remember taught me a lot about handling data in large numbers of dimensions (in particular, it made me think about the "curse of dimensionality" which was something i was aware of before, but hadn't considered in detail; it also led me to understanding some tools for dealing with it - locality sensitive hashing being the most interesting at the time).