[tocomment]

This is a great idea! I just signed up.

So let me ask you, where do you read up on how past winners have won?

How did you decide on algorithms to try out on a contest? How did you find promising academic papers?

[Homunculiheaded]

Kaggle has blog posts of many of the past winners: http://blog.kaggle.com/category/dojo/

For algorithms, just try whatever you know best/is fastest to implement. If you're using R I highly recommend the Caret package.

For papers: the best place to get started is to begin browsing the forums or any similar contests, the community there is actually pretty awesome and will frequently post papers. After that google scholar (or even just google) for particular problems will yield nice results.

Also checkout the wiki: http://www.kaggle.com/wiki/Home