That's what I did a few months ago - quit my job and decided to go to a grad school to study AI (with focus on neural nets and ML).
http://slowping.com/2012/self-driving-lego-mindstorms-robot/
A good way to start "AI". Write a decision tree they will serve you well and with boosting do even better. Basic but useful stuff: logistic regression, armed bandits, weighted experts, kNearest, k means , Kernel Density estimation and Naive Bayes. That covers online, ensemble, super and unsuper vised algorithms. Goodluck!
Yes, for some problems it might be faster and better to code logic yourself, but there are also tasks (such as pattern recognition) where NNs might be more effective.