Hack This Site
If you're looking to train yourself, and see how good at hacking you really are, I'd recommend Hack This Site. You've most likely already heard of it, but it's super fun to use and is also safe. You learn a lot, too, and there's no tutorials or anything. What you do is you pick a challenge and then it gives you a little scenario. For example I started the basic challenges about 10 minutes ago and am on challenge six, it asks for a password and you scramble through the code, editing bits and bobs to get in. The basic challenges are... well... basic, but there's more advanced ones too. I'm trying to complete all of the sections, so I'm starting basic and working my way up. Often you'll use Inspect Element (or Firebug) and other tools to get past the challenge. Try it, it's a ton of fun!