One problem which I think is mentioned in Guy's book is the integer block problem: does there exist a cuboid (aka "brick") where the width, height, breadth, length of diagonals on each face, and the length of the main diagonal are all integers?
update 2012-07-12 Since the question has returned to the front page, I'm taking the liberty to add some links that I found after Scott Carnahan's comments. (Scott deserves the credit, really, but I thought the links belonged in the answer rather than in the comments.)
On perfect cuboids, by Ronald van Luijk, master thesis, 2000.
The surface parametrizing cuboidsThe surface parametrizing cuboids, by Michael Stoll and Damiano Testa, arXiv.org:1009.0388.