General confusion:
* Bewildered
* Confused
* Disconcerted
* Mystified
* Perplexed
* Puzzled
More specific meanings:
* Nonplussed: Surprised and confused, often to the point of being speechless.
* Stumped: Unable to find a solution or answer.
* Flummoxed: Completely confused and unable to think clearly.
* Bemused: Confused and amused at the same time.
The best synonym for "baffled" depends on the specific context and the nuance you want to convey.