I just completed a class in cryptography from a company called Coursera. Coursera offers free college level classes over the Internet. You do not get college credit, but you will get “Statement of Accomplishment” if you get above a certain score. The class consist of watching videos of lectures and completing problem sets. The problem sets are auto graded. For this class there was also optional programming assignments where you write a program that produces an answer. You then copy and paste the answer to the auto grader and it tells if you are correct or not. This is a similar concept to the problems at the Euler site. I did the programs in Java but they could be done in any language.
Here is a link to the site: Coursera site