The best game I've played in years is Limbo, on the XBox 360. I found the puzzles, many of which involve an intuitive understanding of physics, just right. I would go to bed certain that the puzzle was impossible, and wake up the next morning with the insight I needed. It took me less than a month to play the entire game, without hints.
As good as the puzzles is the atmosphere of the game -- a little kid dies horrible deaths in black and white amid a surreal landscape.