Totally agree. In fact, I've been wanting to get into game programming for a while. (Okay, my whole life.) But I never have.
The recent Ludum Dare competition has inspired me, though. Especially Notch's incredible entry and live broadcast of his programming.
So the first thing I set out to do was to practice. And by practice, I mean write games. My plan:
Write games. Lots of them. Every week until the next Ludum Dare.
It's the best way to improve.