I think I am good at programming, so will call myself computer engineer in the sense that to solve a problem I do find good solutions but I wouldn't say I have deep knowledge of computer science as such, which I do want to learn, but I do not want to buy any book a) they are heavy b) they are costly
So what online resources you think I should read and things I should do to become a better computer scientist?
Structure and Interpretation of Computer Programs
Algorithms (S. Dasgupta, C.H. Papadimitriou, and U.V. Vazirani)
Exotic Data Structures - mostly persistent (immutable w/ efficient sharing in functional programming)
Okmij (a mixed bag of advanced topics)
MIT Courseware (sorry for lack of link, but I'm sure 10 seconds of Googling will find that for you :)
MIT OpenCourseware has quite a few good teach-yourself courses for free. I blogged about Algorithms resources recently.
If you want to be a computer scientist, step away from the computer and grab a pencil and paper.
Computer science is a branch of mathematics.
You can find books or online articles, but they'll not seem cohesive.
If you want to get a sense, start with wikipedia, and start skipping to the footnotes and reading the original papers, etc.
90% of the time, people who have a passion for programming find that they have very little interest in doing actual computer science.
If you're in that 10%, you should consider doing it right, and getting yourself into a good university (not a trade school!)
The MIT Opencourseware stuff is pretty cool, as others just mentioned.
As a Python fan I recomend you: Think Python, How to Think Like a Computer Scientist
As others have already indicated, MIT OpenCourseware is a valuable resource.
Here are some additional links to online CS courseware:
Just take a topic and google it...you will find millions of blogs and articles on that particular topic and even at times e books.