The third book in the Mysterious Benedict Society series, is pretty much perfect. We solve all sorts of mysteries like Constance's past and Number Two's real name while trying to stop Mr. Curtain at the same time.
I love how these books are so smartly written. He doesn't write down to children at all. There's so much conflict and a lot of it isn't even Big Bad conflict, it's bureaucracy and government red tape. They're, for lack of a better word, grown-up problems, the kind that make you really frustrated.
I love books where things seem so hopeless, so ridiculously tangled that you think, 'how the heck are they going to manage to get out of this in the next 100 pages' and then, because it's a children's book, they do and not only do they get out of it, they get out of it in a way that is clever and makes sense for the characters involved.
If you haven't picked up the series, I'd definitely recommend it. As I said above, it's really clever children's literature.