There are many articles on this subject from renowned data scientists (Dataspora, Gigaom, Quora, Hilary Mason). This post captures my journey (a software engineer) on learning Statistics and Data Visualization.
I'm mid-way in my 5 year journey to become proficient in data science and my learning program has included self-learning (books, blogs, toy problems), projects at work, class-room training (Stanford), teaching/presentations, conferences (UseR, Strata). Here's what I've done so far and what worked and what didn't...