[reledi]

Here's a list of sites I keep for ACM ICPC preparation or problem solving for fun:

http://livearchive.onlinejudge.org

http://coj.uci.cu/OnlineJudge

http://www.spoj.pl

http://uva.onlinejudge.org

http://acm.timus.ru

http://acm.sgu.ru

http://acm.zju.edu.cn

http://plg.uwaterloo.ca/~acm00

http://cs.stanford.edu/group/acm

http://dwite.ca

https://www.facebook.com/careers/puzzles.php

http://code.google.com/codejam/contests.html

http://projecteuler.net

http://www.codechef.com

http://www.interviewstreet.com

[psykotic]

You left out Berkeley's annual programming contest:

http://www.cs.berkeley.edu/~hilfingr/programming-contest/

The bottom of the page also has links to problem sets from a bunch of other contests.

[reledi]

Thanks, I was unaware of that one.

[nabb]

I'd add TopCoder and Codeforces to the list:

http://community.topcoder.com/tc

http://codeforces.com/

Both of these sites run a few algorithm competitions every month.