There's nothing better for long term improvement than working through the best books on the subject of problem solving. Here are two suggestions for texts which were useful for writing notes and finding problems for this workshop.
Also consider looking at the seminar from MIT's Open Courseware. It has plenty of other suggestions as well as more problem sets.
Putnam and Beyond (Gelca, Andreescu)
Primary resource, accessible through Springer Link, occasionally available as PDF onlineProblem-Solving Through Problems (Larson)
Occasionally available as PDF onlineIn addition to working through books, here are some archives for various math competitions.