I like the "Myst" games.
Most of them are built around analysis and puzzle-solving (real, game-related puzzles, not brain-teasers copied out of math books). Add to that gorgeous total-immersion sounds and music, and serene scenery, and you have a real treat.
Favorite so far is "Riven," although "Myst III" wasn't bad, either.
Just started "Myst IV," and have had to shelve it for a while until my book is done.
"Myst 5" is apparently coming out September 20. Man, am I behind the curve...