How dumb do you want to feel today?
Jerry Seinfeld used to say that he hated magicians because their whole act was based on making you feel stupid: "Here it is. Now it's gone. You're an idiot." I sometimes think that recreational puzzles were invented for the same reason.
If you're not any good at something like chess, for instance, you can blame it on the complexity of the game. For those of us still trying to preserve a few remaining shreds of self-esteem, though, somebody invented Sudoku, a puzzle with rules so ridiculously simple you can probably teach them to a reasonable sensible hamster. I will let you follow the link if you're interested in learning about sudoku. That is not my point today.
My point is I'm a cheapskate.
You can go into any store that sells magazines and buy a book of ordinary pencil puzzles for just a few dollars. You can find sudoku books, too, but they seem to all cost nine or ten bucks or more. The portion of my brain that's controlled by the rogue spirit of Milburn Drysdale says that's too much money.
Comes to the rescue Jim Bumgardner, who whips up these little puzzles for fun and gives them away on his web page for free. He also displays some of the printed books available.
Or if you'd like to try generating sudokus yourself you can use Simple Sudoku to do it. It's better than good, it's good AND free.