I have spent a little time with Project Euler. Is it very popular with those here at HN?
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What was your strategy like? How much math background do you have?
I attacked roughly the first 250 problems in order. The early problems build on each other to introduce new topics. I also got good at figuring out the right search term to find some random paper in number theory, combinatorics, probability, whatever.
Later problems introduced new, more niche areas, like chromatic polynomials and impartial & partisan game theory. But by then, I found it much easier to figure out what part of math a problem was based on and how to find relevant literature.
It helps to be really really stubborn, and to have the patience to let a problem stew in my brain, sometimes for weeks at a time. That seems to help lead to that Eureka moment.