I like books like Allan Clark's Elements of Abstract Algebra in which you get exercises throughout the entire book rather than just the end of each chapter.
Also, although I have not read it yet, Halmos' Linear Algebra Problem Book sounds like a book for a person like me. Again, you learn by solving problems throughout rather than reading a lot first and then practice working with what you have just read about.
Are there any books like this on point set topology and homotopy?