Random Walk and Intelligent Investor as already mentioned are great books. I'd put Common Stocks and Uncommon Profits (Philip Fisher) near the top of my list and I enjoy the Value Investor podcast (John Mihaljevic).

If your interest is more the short-term movements, and less investing based on price and intrinsic value, then I'd suggest branching into economics and psychology. The Little Book of Behavioral Investing (James Montier) is excellent.

I think the best way to translate what you're reading to a practical application is a paper portfolio. I wouldn't recommend single-stock selection for your $ portfolio, but researching and following stocks that you pick will make you more aware of the market. As with learning anything, document your decisions (what, when, why) and use that as a feedback loop to improve.