This week's book giveaway is in the OCPJP forum. We're giving away four copies of OCA/OCP Java SE 7 Programmer I & II Study Guide and have Kathy Sierra & Bert Bates on-line! See this thread for details.
We don't have any exercises prepared other than the ones that went into the Head First Design Patterns book, however, we did create an extended example at one point that uses a lot of the patterns from the book. This didn't make it into the book, but we were thinking of putting it online, and your post makes me think that we should in fact try to make a series of exercises about it as well!
Otherwise, I'd recommend thinking about problems you may have encountered at work or in school (still have any of your old textbooks around?) that you might be able to go back and look at with patterns in mind.