Mess around with open-source applications (such as Rodinia benchmark suite and NAS parallel benchmarks) after going through the basic tutorials on AMD, Intel and Nvidia webpages.
A good open-source OpenCL application might be cgminer or bfgminer, might have to get an older version though, it looks like the latest ones have abandoned OpenCL/GPU support.
Any idea why they abandoned it? CPU-only mining seems to be kinda pointless these days...
Cgminer and bfgminer are focused on usb based ASIC miners now. Bfgminer still supports cpu and gpu mining, it's just unsupported and not compiled by default.