We can in fact prove that there is always three successive integers in this arrangement, whose sum is at least $33$. Though it is not clear if $33$ is the optimal lower bound.
Consider the circular arrangement of numbers starting from $1$ as follows. $$1 , a_1, a_2, \ldots, a_{19}$$ where $a_1,a_2,\ldots a_{19} \in \{2,3,4,\ldots,20\}$.
Note that $1 + a_1 + a_2 + \cdots a_{19} = 210$.
Note that at least one of $a_1,a_4,a_7,a_{10},a_{13},a_{16},a_{19}$ must be $\leq 14$.
Say $a_1 \leq 14$, then we get that $1 + a_1 + a_2 + \cdots a_{19} \leq 1 + 14 + a_2 + \cdots a_{19}$. Let $s$ be the maximum possible sum of three consecutive elements. Then we have that $$(a_2 + a_3 + a_4) + (a_5 + a_6 + a_7) + \cdots +(a_{17} + a_{18} + a_{19}) \leq 6s$$
Hence, we get that $$210 = 1 + a_1 + a_2 + \cdots a_{19} \leq 1 + 14 + a_2 + \cdots a_{19} \leq 6s + 15$$ i.e. $$6s \geq 195 \implies s \geq 32.5.$$ Hence, $$s \geq 33.$$
The same argument works if $a_1 > 14$ and one of $a_4,a_7,a_{10},a_{13},a_{16},a_{19} \leq 14$. For instance, if $a_7 \leq 14$, then rearrange the sum as $$1 + (a_1 + a_2 + a_3) + (a_4 + a_5 + a_6) + a_7 + (a_8 + a_9 + a_{10}) + (a_{11} + a_{12} + a_{13}) + (a_{14} + a_{15} + a_{16}) + (a_{17} + a_{18} + a_{19}).$$
Suppose that numbers from 1 to 20 are written down in a circle in random order. Prove that regardless of order there will be a sequence of 3 numbers whose sum is at least 32. (I'd probably actually use the idea of permutation, but as homework I'm unsure whether that'd be intimately familiar at this point in the class.) – Rex Kerr Dec 20 '11 at 15:10