I've used an arguably "puzzle" question that was presented to me in an interview with some success -- the missionaries and cannibals problem. There are three missionaries and three cannibals that you must get across a river. The boat holds only you and one other person. The cannibals on either bank must never outnumber the missionaries on that bank. It's a good question to see if a candidate understands how to apply some basic computer science concepts. It can easily lead to a 30 minute discussion at the white board, with no need to get working code.
My favorite question is completely different. "What do you like best about your favorite programming language and what would you change about it if you could?" Anyone who doesn't see any flaws in their favorite language, particularly if it's Java, gets politely shown the door.