In my experience, many kids are much more enthusiastic about this kind of "challenging" problems than the drills in many standard textbooks, as long as the problems are chosen to match their level. They definitely learn a lot more as well.
Note that although they do require a little arithmetic to solve, the challenging part is not arithmetic.
Some problems focus on geometry, logic, patterns, or other kinds of puzzles. More examples can be found at the source below.
"- The edge of a cube is 8 cm. All the faces are painted orange. It is then cut into small cubes of edge 1 cm. How many small cubes have exactly two faces painted?
- What is the greatest possible number one can get by discarding 100 digits, in any order, from the number 1234567891011121314151617…57585960?
- Eleven consecutive positive integers are written on a board. Maria erases one of the numbers. If the sum of the remaining numbers is 2012, what number did Maria erase?
- You must color each square in the figure below in red, green or blue. Any two squares with adjacent sides must be of a different color. In how many different ways can this coloring be done? Figure at question 11 here: https://gato-docs.its.txstate.edu/jcr:450cce10-3b6a-4ddd-a19... "
Source: the Primary Math World Contest (usually held in Hong Kong) https://www.txstate.edu/mathworks/PMWC/previous-pmwc-tests.h...