Another223

In addition to these,

Value Investing Podcast (John Mihaljevic) would be my top pick. The host can be slow so I tend to listen on 1.5x speed but the interviews are often fascinating.

InvestTalk I find more mixed but generally pretty solid round-up, usually gives me ideas for follow-up reading

Similar with The Investors Podcast, good introduction to some interesting people

LSE has some public lectures, also fairly broad range of topics (http://www.lse.ac.uk/newsAndMedia/videoAndAudio/channels/pub...)

Podcasts! I was considering jobs on the buy-side and a friend recommended a couple of financial podcasts. Knowing that part of the interview would be about my financial style and what industry leaders I followed / read I had a strong incentive to give them a try. I quickly became hooked.

More convenient during my (on-transit) commute than a book and there's such a vast range of topics available to keep you interested.

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.