I wouldn't recommend doing exercises - instead get a book, and follow it through, doing the exercises as you go. That way the information you need is presented in a structured manner and the key concepts are introduced. Just doing exercises is not a good way to learn - you can miss so much stuff that would have made your job a lot easier.
Look for a book - anything that doesn't have "for Dummies" or "in xxx days" or multiple exclamation marks in the title.
Wrox[
^] and
Addison Wesley[
^] both do very good C# and .NET training books.
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