To be honest, I think that doing some projects will teach you much more than doing a full course. One reason is that doing a project is more motivating and open-ended than doing assignments.
A course, if you have the time AND motivation (real motivation), is better than doing a project. The other commentators have made good platform recommendations on tech.
I think, from a fun project standpoint, you should ask a question and get a computer to learn to answer it.
Some good classic questions that have good examples are:
- Neural Networks for recognizing hand written digits
- Spam email classification using logistic regression
- Classification of objects using Gaussian Mixture models
- Some use of linear regression, perhaps forecasting of grocery prices given neighborhoods
These projects have the math done, code done, and can be found with Google readily.
Other cool subjects can be done by you!
Lastly, I research robotics, so for me the most FUN applications are behavioral.
Examples can include (if you can play with an arduino)
Create a application, that uses logistic regression perhaps, that learns when to turn the fan off and on given the inner temperature, and the status of the light in the room.
Create an application that teaches a robot to move an actuator, perhaps a wheel, based on sensor input (perhaps a button press), using Gaussian Mixture Models (learning from demonstration).
Anyway, those are pretty advanced. The point I'm making is that if you pick a project that you (really really) like, and spend a few week on it, you will learn a massive amount, and understand so much more than you will get doing a few assignments.