Is there a set $A$ of positive integers such that
$\sum_{n \in A} \frac{1}{n} = \infty$, and
there is no polynomial $f \in \mathbb{Z}[x]$ of degree at least $2$ which takes infinitely many values in $A$?
Added on Feb 16, 2015: Seva answered this question completely. He proved even a great deal more -- namely, that there is a partition of $\mathbb{N}$ into
a set $A$ of asymptotic density $1$ of 'non-values of non-linear polynomials', which has finite intersection with the image of any polynomial $f \in \mathbb{Z}[x]$ of degree $\geq 2$, and
a set $B$ of asymptotic density $0$ of 'values of non-linear polynomials', which contains all but finitely many positive values taken by any polynomial $f \in \mathbb{Z}[x]$ of degree $\geq 2$.