Ghostpix is great fun:
http://archive.gp2x.de/cgi-bin/cfiles.cgi?0,0,0,0,25,1646
Up to a point... there's a puzzle I've been stuck on for *months* that basically requires guesswork after a point, with about 7 lots of 1/3 chances of success (i.e. p(success) = ~4.6*10^-4 ). This is possible, but only if you parallel your progress on the whole puzzle on squared paper so you can effectively save information discovered last time you died, and still get back there.
Irregular cross-hatch patterns in Picross games are *evil*. Especially if you want to solve the puzzle deductively (which, I've come to the conclusion, is not possible).