Start small. A short mountain-bike race on your after-work loop, with only a few hardcore guys in your "division," is much more winnable than, say, the Leadville Trail 100. If you can't find something local at your level, look farther afield. Runners, check out runningintheusa.com. which lists some 13,000 races. If you're dead-set on winning a sanctioned marathon, head over to active.com, which, among other things, lists less popular exotic events, such as the Northwest Passage Marathon, on Nunavut's Somerset Island. This year's event had 13 runners—total.