Perhaps the simplest way is using something like [QGIS and its delimited text plugin][1] 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 pyroj][2] for a related question.
 


  [1]: https://gis.stackexchange.com/questions/4160/derive-wgs84-longitude-latitude-from-british-northings-eastings/4162#4162
  [2]: https://gis.stackexchange.com/questions/5683/basic-proj4-conversion-utm-grid-longlat-and-back/5684#5684