If you want to get into
SEO, seobook.com is your best bet in the early stages. It covers everything.
If you want to train up in AdWords, do what you are doing. Their learning centre is actually quite good to start off with. The videos get a little tiresome but worth it.
MarketingExperiments is then your best bet for the advanced stuff.
Without a doubt though, the best way to learn is to get into affiliate marketing. Make some money for yourself while you learn.