We love Educational Insights' Maze Ways game/puzzle/toy. It is a one-player "game" where you solve challenges that begin very very simple and progress up to very complicated. ((I've even been known to pick it up to complete a few challenges))
Best of all- all the maze pieces and the book are stored securely inside the gameboard. Because of this, it works well for travel, works well for easy clean-up and storage and works well when the toddler decides he wants a turn too!
There are various themed gameboards but I believe they are all otherwise identical- just featuring different pictures.
http://www.amazon.com/Educational-Insights-2955-Mummy-Mystery/dp/B0012537PC/ref=pd_sim_t_4http://www.amazon.com/Educational-I...;ie=UTF8&qid=1294089263&sr=1-100