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Get a good book and combine studying the book with programming and testing code examples you find in the book, or elsewhere. ".NET Book Zero" by Charles Petzold is free on-line: [
^].
I highly recommend books by Jesse Liberty and Matthew MacDonald: even though their books covering C# are a few years old, now, I think they are excellent educators and writers.
Some students really learn from the Deitel series books which are used in many introductory course in C#, and which have detailed exercises for the student at the end of each chapter: [
^].
I specifically do not recommend books by Albahari unless you are a very advanced student, and someone with a strong formal computer-science background.
If you are a "highly visual" person and do not have a background in any programming language, you might enjoy/benefit from the Head First Series book for C#: [
^]. However, the latest edition of this book has received very mixed reviews. You can download some samples from the book here: [
^].
As I write this, I realize I am "behind the times" in terms of having at least browsed the latest books on .NET (titles from Wrox, APress, etc.), and I suggest you check out the reviews of those books yourself on Amazon, O'Reilly, APress, etc., web-sites.