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Where can you find fun/educational programming challenges?
I am sure we all have some place to go to get our brain teased!
Sometimes i visit 
Project Euler is a series of challenging mathematical/computer programming problems that will require more than just mathematical insights to solve. Although mathematics will help you arrive at elegant and efficient methods, the use of a computer and programming skills will be required to solve most problems
Where do you all go?
Python Challenge and Programming Challenges are both fun. I also like Project Euler, which you already mentioned.
topcoder.com - do the old SRM's then start competing live - its fun!
As a java developer I go to Java Blackbelt. And of course Daily WTF - for the dark side...
I participate in sites like StackOverflow, DevShed forums, and other programming help sites. Heck, I even used Experts Exchange for a while.
This way my "practice" consists of real-world problems, and I'm helping other programmers do better work at the same time.
UVa has a very large problem set (approx 2400), 77000 users, and online submissions with immediate feedback from automatic judges. They also run a number of contests.
It only supports submissions in the following formats.
ANSI C 4.1.2 - GNU C Compiler with options: -lm -lcrypt -O2 -pipe -ansi -DONLINE_JUDGE
JAVA 1.6.0 - Java Sun JDK
C++ 4.1.2 - GNU C++ Compiler with options: -lm -lcrypt -O2 -pipe -DONLINE_JUDGE
PASCAL 2.0.4 - Free Pascal Compiler
You can either paste or upload your code.
I personally find Stack Overflow quite stimulating. The reason for this is that there are quite often challenging questions which need some real thinking to provide the right answer.
If a really good technical question appears, I like to go away and figure out the puzzle. Sometimes the solution will come to me quickly, other times, I must concentrate and work hard to find the answer.
So there you have it, for "some place to go to get [your] brain teased!", use Stack Overflow.
The Sphere online Judge site is my favorite at the moment. Tons of fun challenges as well as a forum where you can get a little help with a problem if you need it.