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Guess what's cool? The Internet Problem Solving Contest is cool. Like the ACM International Collegiate Programming Contest and TopCoder, it is a competition focusing on the ability to design and implement non-trivial algorithms quickly. Below are some sample problems to give you an idea of what is involved in this.
The problems normally take the form of little combinatorial or geometric math puzzles suited to solution techniques such as divide-and-conquer, greedy techniques, or dynamic programming. Such problems are not really representative of real, everyday programming tasks, but they are a fascinating diversion and an excellent mental workout. Developing the ability to solve them quickly is very useful for your mathematical skills.
I was on UW's ICPC team for one year, but I no longer have time to spent on these activities. It's really fun to try solving some of the problems, though; both the IPSC and ICPC have large archives of past problems available on their websites.