Hacking education
If you can't beat 'em, join 'em. (Then beat them.) Learn to be a hacker at the plentiful built-to-be-broke challenge sites. Just pop on a white hat first.
Go Hacking
Actually, this is not a challenge site, but it is swollen with quality tutorials, plus news:
HackThisSite
Lots of challenges, a forum, and a shop for when you want that hey, I'm a hacker T-shirt:
OWASP WebGoat Project
WebGoat is an intentionally defective web application. Crack it open. They won't sue:
We Chall
OK, OK, just have a directory. We Chall lists the best (known) sites and the super-keen can league-table their hack attacks against other community members. Sure beats Quake:
YouTube
Aye, don't forget YouTube. (Don't hack it though.) Pop in your keywords—say, cookie stealing—for a torrent of tutorials. Maybe turn down the volume, you'll see why: