MS is open sourcing the next iterations of .net and making them cross-platform out of the box. The next few years will be very interesting. Have a look at http://dotnet.github.io and http://www.omnisharp.net/ . Also, what Mono and Xamarin have done for c# and .net is pretty cool as well. I work with both c# and ruby, so I'm not pushing c# here ;-).

This is the way I do it as well. Just dive in, hit walls, go crazy, break through and repeat :-). Combine resources like code examples, tutorials, screen casts, etc to create your own dynamic curriculum.