General synonyms:
* Confusing
* Baffling
* Perplexing
* Mystifying
* Bewildering
* Enigmatic
* Inscrutable
* Unfathomable
* Difficult
* Challenging
Synonyms emphasizing difficulty:
* Intricate
* Complex
* Abstruse
* Arcane
Synonyms emphasizing mystery:
* Mysterious
* Cryptic
* Ambiguous
Synonyms emphasizing confusion:
* Disorienting
* Unclear
* Indecipherable
The best synonym for "puzzling" will depend on the context of your sentence.