If you've ever played a puzzle map on hl2dm, the set up is great. There is a central lobby area with teleporters that took you to whatever puzzle you wanted. You could do one, all, or none, it was up to you. If you were stuck on the first, there was nothing to keep you from experiencing the other puzzles. There was also a freebuild place that was kind of like a proto-gmod where you could build stuff out of fences and barrels.
There was no requirement to get into the freebuild, and the only reward was the satisfaction of finishing ridiculously difficult puzzles.
If I ever make a challenge map, this is what it would be like.