There's a good number of Indie games that feature some if not mostly puzzle-solving game-play, in the likes of say... World of Goo for example, or Super Meat Boy, or stuff in the veins of Crayon Physics, et cetera. If not you can try games that can require fast reflexes without necessarily having to solve puzzles like a fast-paced musical track uploaded in Audio Surf on the higher difficulty modes, or avoiding projectiles coming at you Galaga-style in games like Beat Hazard.
And, if none of that is your cup of tea then give a try to Portal or Portal 2, or perhaps older RTS games like Rise of Nations or Total Annihilation / Supreme Commander. There's a good number of games out there that will stress various aspects of your cognitive processes/functions to any given degree. Sometimes it's easy and fun, sometimes it's fun and challenging, sometimes it's very difficult and frustrating but do require lots of "thinking" and good reflexes.