I have found Richard Guy's *[Unsolved Problems in Number Theory][1]* to be very interesting and useful.  

Springer also publishes *[Unsolved Problems in Geometry][2]* (by Croft, Falconer, and Guy).


  [1]: http://books.google.com/books?id=1AP2CEGxTkgC&printsec=frontcover&dq=unsolved+problems+in+number+theory&source=bl&ots=Tiqud1BOpF&sig=84vZyZ4bbr2OsQDltXLff0YRCIs&hl=en&ei=z6H6TN-QBY-osAP08Oj2DQ&sa=X&oi=book_result&ct=result&resnum=2&ved=0CCEQ6AEwAQ#v=onepage&q&f=false
  [2]: http://books.google.com/books?id=S5CD-YceX6QC&printsec=frontcover&dq=unsolved+problems+in+geometry&source=bl&ots=22_JQNrIlj&sig=HYpjkqlmbENTS6tCQNSyMPrkI9Q&hl=en&ei=FqL6TIyPMo_0tgOE18j3DQ&sa=X&oi=book_result&ct=result&resnum=2&ved=0CB0Q6AEwAQ#v=onepage&q&f=false