Bandai's popular Ultimagear Yu-Gi-Oh Millennium puzzle kit is a full-sized replica of the one featured in the anime. If you already own it, you might want to pick up the awesome Gold Sarcophagus that Bandai has released to store the puzzle pieces.
If you're unfamiliar, the puzzle is the most powerful of the seven Millennium Items, and contains the soul of the Pharaoh Atem. It also grants the owner the powers of knowledge and darkness along with a wish upon completion. You can pre-order the Yu-Gi-Oh Millennium Puzzle Ultimagear Model Kit here at Entertainment Earth for $43.99 with shipping slated for February. The Sarcophagus storage container is also available to pre-order at Entertainment Earth for $43.99 with shipping slated for June.
Just keep in mind that solving the puzzle won't be easy - it took Yugi around eight years to do it after all. There are two steps in the build - first you must assemble the pieces then you must solve the puzzle. To make things interesting, there are no instructions on how to do the latter. From the description:
"In order to complete this puzzle, one must rely on their "intuition" to find a very small path to completion from the "countless assembly patterns" that are created from the order, positioning, sliding and spinning of the pieces