OK- so I must be in an online game mode this weekend!! I found this really neat (and frustrating!) set of sliding puzzle games! You can do them (for free!) online. They have quite a few to choose from at vary degrees of difficulty. Have your kids do some of these puzzles for a brain-teasing excercise!
The above link is definitely for older kids, if you have a little one why not try some of these sliding puzzles instead?