I can also highly recommend the Coursera Compilers class. Sign up for it after it's over, and just work through things at your own pace.

The provided scaffolding code is either Java or C++, but with a bit more work, it's perfectly reasonable to re-write it in whatever language you desire. Here's mine, in Go: https://github.com/zellyn/gocool

Admittedly, it is the world's dumbest compiler (uses a single register, and there's no optimization), but it's still fun to actually "slay the dragon" and stop believing that only wizards can build a compiler. :-)