Professor Layton and the Curious Village [DS]
I love this game. It's basically a collection of small puzzles, disguised as an adventure. The charm of it is that you can pick it up at any time, solve a puzzle or two, and put it back down. Or at least you *could*... I find it very addictive. Some of the puzzles are well-known, like the pitcher puzzle, and a variant of the river-crossing puzzle, etc. Still, unless you do this sort of thing all the time, some of them can be quite challenging.
I like this sort of "brain exercises" better than the Brain Age type games... those tend to be focused on solving problems within a set time, which tends to really annoy me. :-)