Cryptic Crosswords: If you look in a British paper for the crossword puzzle you'll find they aren't like the puzzles in American papers. The U.S. version of a crossword is a simple clue to a word. The British version of a crossword (known in the states as Cryptic Crosswords) are quite different. Each clue consists of two parts. There is still the clue to the word, but there is also a word puzzle that allows you to figure out that word. Part of the puzzle then is figuring out which part of the clue is the word and which part is the word puzzle. If all that sounds a bit too, well for lack of a better word, cryptic, some of the best cryptic crosswords are done by The Atlantic Magazine*. They have both a database of old puzzles from previous magazines and a guide to help you understand how to solve them. For a slightly easier cryptic crossword (but still by no means easy) Games Magazine usually has two or three in every issue. If all of that hasn't clued you into how I feel about them, let me be more plain.
Cryptic Crosswords: A+
* - Harpers also often has great ones as well.