I read CLRS in the fashion you described, mostly cover to cover, as a textbook with exercises. I found it extremely helpful. It gives both intuitive and mathematical proofs for each of the algorithms and data structures.
all my attempts at learning graphical programming consisted of getting about 3 tutorials in and then getting to a point where they just didnt work anymore
eventually I ended up learning via the HTML5 canvas element and WebGL, which gets rid of the problem of having having a different setup to the author
