I'm starting to re-skill myself in Desktop applications. I've been doing Web applications for a few years now.
I've got come decent C# books that I am going through, but they are more like language references. What I would like is a list/site/book with practical exercises, preferably graded in terms of difficulty.
They don't necessarily have to be from a C# site, either, but that would of course be advantageous.
Do you know of any resources like this?
There are a lot of good C# tutorials on C# Practical Learning, ranging across several topics.
I also recommend Head First C# if you want to try a non-reference book.
On the topic of learning C# language itself and the runtime, I would recommend the Learn C# section on the MSDN. There are links to lot of articles and trining materials abtou C#. You can combine this with Jesse Liberty's Learning C# 3.0.
On the topic of desktop programming, the answer depends on what platform you would like to use.
If you want to target WPF, I'd recommend Petzold's Applications = Data + Markup. (As a side note, learning WPF would give you the basis to learning about RIA with Silverlight)
If you want to target WinForms... well, I am biased and would recommend against. But if you insist, Petzold's Programming Microsoft Windows Forms is another good book. :-) Chris Sells' Windows Forms 2.0 Programming also is very good book about WinForms.
The WindowsClient.net Get Started and Learn sections have a lot of training videos, articles, FAQ and samples for both WinForms and WPF. The Community Books section also has an extensive list of books on both technologies.