I enjoy cryptic crosswords and have tried e-crosswords but I like paper ones best. These are cryptic but not hard, all doable without a dictionary or other aids so great for taking on journeys. You get plenty of margin for trying out anagrams. I've occasionally seen a clue/solution which looked badly crafted but most are good, some are very witty, one or two are quite brilliant - classic crossword quality. Saved my sanity when waiting eight hours to board a delayed flight :-) worth every penny.
I also bought some Guardian cryptic crosswords books from Amazon and I recommend them too. I think the Guardian ones can be tougher. My favourite setter is Araucaria and there's no way I'd try one of his without having at least a dictionary to hand (and better yet an internet connection to look up quotations and stuff).
The classic cryptic crossword is quintessentially English, Anglican, obsessed with cricket. You might find these puzzles a bit hard to get into if you know nothing about such things. I hope a new generation of setters (including some women, non-Anglicans, and non-sportsmen) will give us more crossword puzzles, as well made as the old puzzles, but which are less narrow in their cultural allusions - trying to solve a crossword set by a Muslim woman who is obsessed by knitting, hang-gliding, and Mexican soap operas would certainly stretch my abilities. I look forward to the day! Chuckle.