Make Google Earth your friend
The best advice that I can give on how to find a Puzzle or Mystery geocache is to make Google Earth (GE) your friend.
Download it here.
Once you have worked out possible solutions, or partial solutions to puzzles, plug the co-ordinates into GE. The location will give you a good indication of whether you are correct or not. For example if the co-ordinates are in someone's backyard, or in the middle of the water or somewhere else unlikely, then you're probably not correct. Eliminating possibilities in this way will save a lot of driving. I have solved many mystery caches in this way even when I couldn't work out the total solution. You can often work out enough of the puzzle to get you there.
Often you only have to work out a few of the last digits to be able to solve it.
This doesn't always work, but it sure helps in a lot of cases.
Mystery Geocache Tutorial Video
Here is one of the best tutorial videos on solving Puzzle or Mystery geocaches that I have seen. It's by Zytheran based in Adelaide, Australia who is famous (infamous?) for his puzzle caches. He gives you a lot of tips of narrowing down your focus.
Do you have any tips that you can share on how to find these types of geocaches.