Here is a problem from Five Hundred Mathematical Challenges that I indeed found quite challenging.
“Problem 235. Two fixed points A and B and a moving point M are taken on the circumference of a circle. On the extension of the line segment AM a point N is taken, outside the circle, so that lengths MN = MB. Find the locus of N.”
Since one of the first hurdles I faced with this problem was trying to figure out what type of shape was being generated, I thought I would omit my usual drawings illustrating the problem statement. There turned out to be a lot of cases to consider, but the result was most satisfying. I also included the case when N is inside the circle. Again Visio was my main tool to handle all the examples with the concomitant requirement to prove whatever Visio suggested.
See the Curve Making Puzzle