1. Learn a new programming language
Learning new programming languages will expose you to new ways of thinking; especially if the new language uses a paradigm which you aren’t yet familiar with. Many of the ways of thinking that you will learn can be applied to languages that you already know, and you might even want to start using the new language for serious projects as well.
Good languages providing a great educational experience (but not necessarily limited to that) include any Lisp (Scheme is good), Forth, PostScript or Factor (stack-oriented programming languages), J (wonderful array programming language), Haskell (strongly typed purely functional programming language), Prolog (logic programming) and Erlang (concurrent programming goodness).
2. Read a good, challenging programming book
A lot can be learnt from books. While practice is important, reading one of the really good and challenging programming books can be a great way to challenge your thinking and even move it up by a level. Such challenging books would include The Art of Computer Programming (if you want a real challenge), Structure and Interpretation of Computer Programs (SICP), A Discipline of Programming or the famous dragon book.
You can go with less challenging books as well, but avoid books that are “for Dummies” and will teach you something “in 24 hours” or “in 21 days”; you will get very little out of such books in terms of improving programming skills.
3. Join an open source project
What are the advantages of joining an open source project? You will work with others (good thing in case you have only worked on personal projects before), and you will have to dig into, and learn to understand, an unfamiliar code base (which can be challenging).
4. Solve programming puzzles
You can always solve programming puzzles, and many such exist. Math oriented problems can be found at Project Euler, which is, probably, the most popular site for coding puzzles.
You should also try out code golf; a programming puzzle where programmers attempt to solve a given programming problem with the least amount of keystrokes. It can teach you many of the more esoteric and special features of the language, and you will have to think creatively about coding (and it is fun!).
Programming puzzles, mainly code golf, is found at codegolf.stackexchange.com.
Start writing a program, from scratch. Design all of the architecture and implement it. Repeat.
Coding is best learned by coding. You will learn from your own mistakes, and finishing a project is motivating and much more fun than reading a book is.
6. Read and study code
Study famous software programs, such as the Linux kernel (be warned, it is huge). A good operating system for educational purposes is MINIX3. You can learn many new language idioms, and a thing or two about software architecture. Reading unfamiliar source code is daunting at first, but rewarding.
You can also increase your understanding of some API you use, or a programming language, by reading its implementation.
7. Hang out at programming sites and read blogs
Hanging out at different programming sites (such as forums and StackOverflow) will expose you to other programmers and at the same time, their knowledge.
Also, read blogs, maybe this (if you want) and preferably more. Good blogs are Joel on Software (although he doesn’t blog any more, jewels exist in the archives), Coding Horror and Lambda the Ultimate.
You should also follow news.ycombinator.com.
8. Write about coding
Start writing about coding on a blog, even if it is just for yourself. You can also write answers on different Q&A sites, forums or you can write tutorials at some sites (e.g. DreamInCode). When you write about coding, you want to make sure that use the correct terminology and know the why in order to explain problems and techniques. It also lets you reflect on your own programming knowledge and improve your English language skills, which is important in programming.
9. Learn low-level programming
Learn how a computer executes a program and how an operating system works (at a high-level, at least). If you really want to go serious about low-level programming, you can read books on computer organization, operating systems, embedded systems, operating system driver development and so on (I’m reading such books at the moment).
10. Don’t rush to StackOverflow. Think!
So you have a problem with your code and you have been trying to solve it for half a minute. What do you (hopefully not) do? Run over to StackOveflow. Don’t. Spend a good deal of time trying to solve the problem on your own, instead. Take a paper and a pencil, start sketching a solution. If that doesn’t work, take a short break to keep your mind fresh and then try again.
If after spending an hour (or some other considerable amount of time, depending on the size of the problem) of trying to solve the problem, then you might go over to StackOverflow, but think on your own first.