Here is a site with many different
puzzle box plans - some of them free and others available for purchase. I have made a couple of them and really enjoyed the experience.
Most of his plans are what he calls T-plans with dimensions given as a "t" value for whatever thickness wood you are using. A lot of his plans are made with 1/8" or 1/4" plywood and he uses color printouts that he glues on the panels for decorating them.
The ones I have made are "Cubey" and "Matchbox 2" For both of those plans I used 1/4" solid wood and simply finished the wood with oil or clear coat. I didn't like the look of using the color printouts.
I haven't gone the next step of using different woods for different parts, but that would make some truly spectacular boxes.
Here are some pics where I detailed making one of them for the
Hand Tool Challenge thread starting with post #26.