Ricochet Robot is very cool and funny, if you like puzzles. It's "the game with which you shout numbers in your garden". You must find the shortest way from a place to another, using very dumb straight-going robots...
If you prefer strategy games, you have Vinci, which is the first version of Small World and has a single player version which is very good! I tried it, the player doesn't win every time! The idea is: you play with "automatic players", that can be compared to AI in video games. They obey very basic rules and the player doesn't decide for them what to play, it's impressive how it works well! Maybe the game can't be found nowadays, though, but you can still get a Small World and play with this special single player rule from its ancestor, the two games are exactly the same.
It's very easy to play alone at Once Upon a Time, in which you must create a fairy tale. If you do, use a microphone to keep a track of your masterpiece! Maybe Disney will make a movie out of it someday.
As other mentionned, cooperative games are good as well! My preference goes to Forbidden Island, playable in less than an hour.
