I know you said NES puzzle games. But I personally feel the 2 best puzzle game ever created are Magical Drop 3 on Neo Geo and Intelligent Qube on PS1. You can get I.Q. Final on PS3 if you register for a jp PSN account. I do love the Lolo games, but those 2 games mentioned blow them out of the water.
Also there is a awesome N64 Bust a Move game. I wish I could remember the good one as there are 2, and the Dreamcast one, Bust a Move 4 is very competitive and addicting.