Games from various corners of the Internet:
Bricks: Freeware sliding blocks puzzle with weird elements and a global scoreboard. http://www.bricks-game.de
Wonderland and Wonderland Adventures series: top-down puzzlers in the style of Chip's Challenge et al. The Adventures games make a side-series with a storyline and slightly different gameplay. http://www.midnightsynergy.com/
Hanano Puzzle and Jelly no Puzzle: Two very, very challenging freeware games with unique rules. In Hanano Puzzle you seek to bloom flowers out of blocks, and in Jelly no Puzzle you want to connect like-colored jelly cubes. http://qrostar.skr.jp/index.cgi?lang=en
Chromentum 2: A nice puzzler with an inconsequential story. Quite difficult on later levels. Plays like a combination of billiards and Sokoban. http://www.alpha72.com/index.html?game= ... pc&plat=pc
Awesome puzzlers that are on Steam that haven't been listed yet:
Cogs: Sliding blocks with gears on them and other steampunk elements. Very cool.
English Country Tune: Difficult to explain. You're a square flipping around on cubes, and every time you think you have it figured out, something new happens. Totally, totally mind-boggling, and HIGHLY recommended.
Toki Tori: A puzzle "platformer" in the loosest possible sense (you can't jump). Use items like bridges and blocks to maneuver through difficult mazes and collect eggs.
Toki Tori 2: Not like the first one, this is more of an exploration game where you have a few basic moves you can do at any time. I particularly liked this one.
RUSH: Put down tiles to redirect cubes to exit points without letting them crash into each other. A bit like Chu Chu Rocket.
Fez: A puzzle platformer where you are stuck in 2D but can rotate the 3D world around. Taking notes is recommended.
Super Puzzle Platformer Deluxe: OK this is less of a puzzler and more of a "you're stuck in a puzzler, survive" game. Shoot blocks and avoid spikes and stuff inside a Tetris-like grid.
Escape Goat: Puzzle platformers where you are a goat, escaping. Also there's a mouse and some hats and sheep and stuff.
Puzzle Dimension: Roll a ball around 3D maze things. Gravity changes when you go over an angle. Very mind-bending.
Starseed Pilgrim: This is a game where you have to play it to figure out what the rules are. So I'm not going to spoil it. Worth checking out if that sort of thing intrigues you.
Zen Bound 2: Wrap weird shapes in rope, trying to cover them completely. Much more interesting and challenging than that sounds.
Triple Town: This one's also available on mobile devices, but the Steam version has a sort of meta-game where you can build your own little island in between sessions. The goal of the game is to group like objects into sets of 3 or more, which makes them combine into other, more valuable items.
I have more puzzlers on Steam but I haven't gotten around to playing them yet... stupid sales...
Oh, one more thing - everyone with a mobile device should check out Cut The Rope and its sequels. Not always the most difficult games, but super fun and cute.