Those who've been following my postings probably recall "competition season" when all of a sudden there are multiple new interesting datasets out there, each framing a business problem that requires the combination of data mining and creativity.
Two such competitions are the SAS Data Mining Shootout and the 2008 Neural Forecasting Competition. The SAS problem concerns revenue management for an airline who wants to improve their customer satisfaction. The NN5 competition is about forecasting cash withdrawals from ATMs.
What would be really nice is if, like in KDD, the winners' papers would be published online and made publicly available.