A nice little discovery in the obscure shadows of the internet: the website of Vegard Hanssens.
Among a few interesting math applications (such as fractals and birth primes), he's got a number of challenging puzzles on there as well. Each puzzle type has a huge database of specific puzzles, and for each one you have the option to solve it online, print it out, or let it solve itself. I suggest to go check it out.
My personal favorites are the hashi and arukone puzzles.