I really like computer science related problems, i.e. "I need this, it's up to you how you're going to make it for me."
also, I have a feeling architecture works by the same principal as above, though my class in it is trudging along at an awful pace :/. I might just have to dive headfirst into it on my own terms to get some immediate joy from it.
also, video games are fun. when i think "puzzle," games like Portal come to mind.
as for approaching them, I guess an open mind helps, along with making the most of the materials you're given. and as long as I feel I can solve a problem, I will see it through to completion normally. I find the harder the problem is the more I want to solve it, though only up to the threshold of my abilities, I guess.