Puzzle Books

Yes & Know/Show & Tell
American, mid -80s, and came wrapped in cellophane with a funny white pen with orange top. There were various puzzles, quizzes, mazes etc, and all you had to do to find out the answer was to write with the pen. The answer was magically revealed, invisible ink style. So you'd get 100 circles, and you had to find the correct route without hitting some bad circle (hit and miss really), or a quiz which unfortunately for kids in the rest of the world involved a good knowledge of American state capitals, that sort of thing. 

Some of the invisible ink games included baseball, bingo, hangman, fleet, ultra-bowl, twenty-one, and a few mystery/clue thingies.

Fighting Fantasy
Book 1 was something like The Warlock of Firetop Mountain, Book 2 was Citadel of Chaos, Book 3 was the Forest of Doom, Book 6 was Deathtrap Dungeon and so on (and on and on and on). Although these were popular, they were pretty random in terms of your progress - you just had to keep re-trying until you happened across the correct path.

Choose Your Own Adventure
Much shorter than the Fighting Fantasy series, but using the same principle. These books had white covers and horrible cutesy American characters (think The Famous Five, add extra sugar and schmaltz, stir liberally).