It's funny, I was never stumped by any of the puzzles. I was only ever stumped when I couldn't find an obviuos way out of an area. That happened to me a few times.

The worst example was early-on in the canals section. I was in the bottom of a canal and there was a bunch of junk around: Cars, boxes, barrels, the remnants of a broken bridge. I couldn't climb out, although there were several ledges that looked like I might be able to climb out if I could only get up high enough. An hour later, and after trying all sorts of things including using explosives to blast my way out, I finally managed to stack the junk high enough to reach a ledge, only to be stopped by an invisible wall. (Mappers call this invisible wall a "detail brush", a way of preventing a player from interacting with objects you don't want them to interact with.)

Turns out that there was a tunnel leading out of the area, but it looked identical to other tunnels that were blocked by metal grates. Since it was deeply in shadow, I couldn't see into it well enough to notice. You had to get right up against it and peer inside before you could tell it was a valid exit blocked by barrels. I only stumbled upon it by accident, after I'd long since given up looking for ordinary exits.

THAT made me mad.