Don't be discouraged by the people that learn by example. They just have a different way learning. Its no better or worse.
I think the OP
is coding. The quizzes and assignments he speaks of include coding. Some of it more difficult than what a career programmer does on a daily basis.
There's two paths... 1. Learn more, or 2. Apply what you've learned.
If you decide to learn more (we're alway learning, right?), Servlets, Applets,
MIDP are great paths to follow. They'll challenge you even more, and make you more hire-able than the millions of students out there that know classes, interfaces, data types and gui libraries.
Learning anything Thread related is great too. The concurrency packages introduced in more recent versions (Since 5.0 I believe) are great for writing server applications. Research
Openfire as an excellent server project example that will win resume points.
To apply what you've learned (if you have the time, and it sounds you do), start a
small project that solves a particular technology issue and make the world just a little bit better. It will all mesh together for your career.
-Tres