Keep in mind that the whole emacs configuration is programming.
PlanetEmacsen is a good RSS feed with lots of tips.
Xah Lee , although he appears to be considered a bad troll, has excellent emacs programming skills.
Also, when there is a function or key combination, you are not sure, try Ch f and Ch k respectively, then follow the link to the source code for this command.
For exercises, Lair of the DustBunny made a very long series of rewriting python mode from scratch.
You can also try writing PLEAC elisp. This is a very good way to compare elisp with your favorite language.
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