Well, I run a lot of material that amounts to mysteries, mystery-thrillers, thrillers, and police procedurals, and I gather that my reputation as a GM is that my games are very interesting, but that players really have to think hard. On the other hand, one player once said
"The only reason that we ever succeed in your adventures is that the villains over-estimate how smart we are and under-estimate how dangerous we are."
And another, after playing for three years in a weekly series of police procedurals (the campaign only ran during class terms at Uni, so say eighty-odd adventures), said
"You know, I think I only ever figured out one mystery in this entire campaign."
So perhaps I don't make them think very well.