The site below has some cheap ebooks in PDF format. I purchased MYSTERY CROSSWORDS TO GO (seemed to be the closest to normal crossword puzzles). I also purchased POCKET SUDOKU TO GO.
Both were regular PDF files and they zoom nicely to make them very useable on my iLiad. At $4 each I figured it's not too big a risk. The site below actually redirects to Lulu.com for purchase.
http://www.puzzlexpress.com/books/books.htm
If you have found other puzzle ebooks that work well on the iLiad, please let me know. Thanks.