Contesting is one of the popular activities of GMDX members. While contesting is a "love it" or "hate it" type of activity, there's no denying that it hones DX operating skills. Here's links to many popular contest sites....
CQWW Perhaps the worlds biggest and most popular series of contests, run by CQ magazine.
ARRL - their pages about contesting
NG3K's popular site with contest related info
Oceania DX Contest pages
Contesting.com Another good source of info on rules, dates etc
DX Zone - in itself is a directory of contesting links
SM3CER Contest pages.
RSGB Our national society contest pages