Perhaps the simplest way is using something like QGIS and its delimited text pluginQGIS and its delimited text plugin to import and then export the data. If you're looking for something commandline and scalable, then the VRT approach Sasa mentioned is a good one.
You can also do it with file inputs and outputs using gdaltransform
:
gdaltransform -s_srs epsg:4326 -t_srs epsg:25832 < space-delimited-coordinates.txt
And if you need more programmatic access to the results, check out geographika's answer using pyrojanswer using pyroj for a related question.