I was only recently introduced to Project Euler but already I'm addicted. I've got a folder where I've named each solution as pXXX.ext and try solving the problems in multiple different languages. I refuse to move on to a new problem until I've solved the previous one (I don't solve every problem in multiple languages. Instead I've been using it to learn/play with languages here and there I don't really know).
Another way to go about all this is to sort them by how many people solved them and go from easiest to most difficult. This way you maximize your learning/time!
What is interesting is that some of the problems casually generate solutions that some languages can't easily represent. For those languages solving the problem suddenly gets an extra dimension and is a nice reminder that not all languages are created with equal expressive power and/or innate abilities.
Congrats to Project Euler on their 500th problem!