I've always got a book of The Daily Telegraph Cryptic Crosswords on the go, and used to keep a tally of ones I could finish - which was rare, so now I just do them in order, and not 'compete' with myself, which makes it more fun!
I love Sudoku, and do The Times Fiendish as a challenge never to fill in the possibles, so they take quite a while - sometimes a couple of weeks! Just lately though, a daughter told me about Killer Sudoku which I do on an iPhone! Now that really is a challenge, and I can only succeed on the 'Hard' category after an hour or so, as the extreme one is a complete *******!
Also there's a nice little app called Woodoku, which looks a bit silly, but really does tax the old cells more than somewhat...