Project Euler is a good place to go to practice coding/problem solving in general.
The problems are more of a mathematical flavour, but you can definitely utilise the Collections framework in your solutions - Maps, Sets, Lists...
I do not know if it is the best thing, but I have found the Coursera.org Algorithms I and Algorithms II courses quite good.
These courses cover not just the data structures, but also the algorithms that are methods for solving problems. But you can choose selected topics, if you are only interested in data structures. There are lectures that are released every week that help you understand a topic and there is a programming assignment released every week that you can submit. The feedback is almost instant. There are job interview questions that you could try to solve. They can really make you think. I think they are good for problem solving too.
The Algorithms I course just got over, but I think the videos are still accessible and you can download them for viewing later. You can download even the assignment, if you like. Currently we are doing the Algorithms 2, and that relies a lot on the lectures covered in the first course. But that is no showstopper if you already know the basic data structures. In any case, the videos from the first course are still available.
Like I said, the algorithms 1 course is already over. So I really recommend that you download the lectures and assignments from the first course.
If you have further questions about these Algorithms courses, I'm sure someone else that has done the course will be able to help you out, even if I may not be around to take your questions. Even Coursera has a forum of its own that you could utilize.
Good luck and happy learning!
Oh yea, and if you are interested in the future sessions of these courses for some reason, click on the future sessions in the drop down that has the dates. Coursera will let you know if that course comes again. Fortunately these courses keep coming.
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