There is a riddle thread in the forums at adventchildren.net seemed to get alot of attention, theirs is just ff7 related riddles, but I think opening it up to all riddles would be even better. I guess I'll start. This is an older one but i can still confuse alot of people with it.
Alive without breath,
As cold as death;
Never thirsty, ever drinking,
All in mail never clinking.