I'm not sure what level we are looking for, but the MAA publishes books covering the USAMO which has the same format as the IMO (with easier questions). The first couple of problems on the Putnam exam (the ultamite college exam for math enthusiasts) are easier than (high school) Olympiads. I used them to help prepare a student of mine a few years ago.
You can also get problems on-line here: http://www.maa.org/programs/maa-awards/putnam-competition-individual-and-team-winners
The Putnam book Kiran Kedlaya is much better than just having the questions because he includes explanations and comments on the problems.
If you search Amazon for IMO problems you will see more resources than you could possibly work through.
For programming contests, I am currently working on a high school level workbook using problems from the Long Island HS Programming Contest, held at St. Joseph's College every year. The platform most students use at this contest is Java (with Eclipse, but netbeans is what my students use). Some students code in VB and C++ is also allowed.
A professor at Stony Brook University wrote Programming Challenges, a book focusing on the ACM sponsored college level programming contest ICPC. USB does much better at these regional contests than any other school on Long Island and they even finished ahead of Cornell and NYU in recent years.