As the best way to learn is to read the code, do you know where I can find malware/virus/whatever source code to read?
Update: I added the link below after a reading a twitter message
"Links and resources for malware samples"
"The Exploit Database (EDB) – an ultimate archive of exploits and vulnerable software. A great resource for penetration testers, vulnerability researchers, and security addicts alike. Our aim is to collect exploits from submittals and mailing lists and concentrate them in one, easy to navigate database."
http://www.packetstormsecurity.org/ is another one
Here are different samples of malware: http://forums.malwarebytes.org/index.php?showforum=51. Also, you can setup honeypot (like this: http://code.mwcollect.org/projects/show/mwcollectd) to collect samples on your own.
If you're willing to contribute back, set your machine with Dionaea honeypot and enable XMPP support. You could leech malware from your friends out there.
Also, if you extend a bit your Dionaea config and apply for "freelance" account with http://alliance.mwcollect.org you could get access to their bulky malware repositories and automatically download Windows malwares as you wish.
Milla's (contagiodump) blog is pretty good too. Recently she did update her blog with Mobile malware.
The SecurityFocus website often has exploit code for vulnerabilities reported there.