Kakuro and its ilk are the Holy Grail to me! I can never get enough. Also in the same vein is Killer Sudoku (sometimes called Sum-Doku, I think...) Regular Sudoku I find boring, now, since even the five-stars don't challenge me. (Not that I'm talented or anything; if you do
anything intensely for long enough, you can't help but get good at it, and there were entire weeks when I would do nothing but Sudoku.)
I like anything with numbers where you actually have to do math. KenKen is also one of my vices. I'm kind of ashamed to admit that I probably have about a hundred different puzzle books and magazines at varying stages of completeness scattered all over my basement and stuffed in my bedside table. I'm a lousy housekeeper to begin with, and this certainly doesn't make keeping things tidy any easier!
