One of the most important things you can do while studying to be an ethical hacker or security professional of any kind is practice offensive security.  As we all know, we can't do anything illegal but we can still have wargames.  The trick is to find some like-minded people to get together and set up a sandbox network with servers, network connectivity devices, workstations, whatever else you can think of and then the attack machines of the people participating.

Then you can start having wargames.  You should set things up in such a way that people rotate between offensive and defensive roles between each session.  While some people are attacking, some should be trying to defend but you always want to rotate so everyone gets a taste of both sides.  You should then find some good tutorials on the subject and read up on the methodologies and techniques you need to use.  Then have at it.

There are some really good posts 1 2 3 4 on the Anti-online forums.  There is a plethora of good information there and can get you started with your own Wargame sessions.  If you get something like this going, leave a comment and tell us about it!