ARML is primarily a team activity. From what I know, beginners may want to start with the Art Of Problem Solving Volume 1 by Rusczyk and Lehoczky; advanced students should not miss out the Art and Craft of Problem Solving by Paul Zeitz; really Advanced students who want to participate in Olympiad level contests will benefit a lot by working through Math Olympiad Challenges by Titu Andreescu and Razvan Gelca.

Here is a very good discussion forum for ARML:

http://www.artofproblemsolving.com/Forum/viewforum.php?f=348