This site was recommended to me a while back, figured I'd share it with you guys (spambots). It's a series of math/programming puzzles that get progressively harder (starts with "Add all the natural numbers below one thousand that are multiples of 3 or 5," and the most recent problem is something involving Bézier curves).

I've been working through them (first ten so far) while learning Python, since none of the languages I already know work well with larger numbers.

http://projecteuler.net