Train Valley [Steam store page]
Starts out simple, but to be really good at this game you have to be able to multi-task incredibly accurately and quickly. That just isn't me, but the game is well designed and will be fun for people who love the challenge of optimizing their strategy and reaction times to climb the leaderboard.

Hexcells Plus [Steam store page]
Basically the same as Hexcells, just adding another set of levels - since this game doesn't randomly generate them (unless you buy Hexcells Infinite).

Hexcells Infinite [Steam store page]
While the random-map generation isn't quite as challenging as it should be, I still really enjoy the Hexcells series - they're a modernized Minesweeper.

Minesweeper on steroids - this is a great take on the genre, adding a lot more elements while still keeping a good deductive feel.

The best choose your own adventure I've played - the choices feel important and engaging, and there are enough features that it doesn't feel like a book

Quern - Undying Thoughts [Steam store page]
A really enjoyable first-person puzzle game, with unique challenges and an attractive environment.

You may need a game guide now and then, because the island is expansive, but the majority of the puzzles can be solved by logic rather than guesswork. The exceptions are ones where you may not realize a game mechanic is possible.

Similar to Flow, but frustrating since you give up part of yourself to move - rather than being able to steer naturally. Later levels are mostly luck - the first 30 seconds determining whether you have any chance of completing the level