Saw
The saw is the single most important part of making a puzzle. A scroll saw is the preferred saw for cutting the puzzle pieces, because of the thinness of the blade. The scroll saw blade allows tighter turns to help the puzzle pieces fit together better. The smaller the blade on the saw, the tighter the pieces will be, so the scroll saw blade should be no more than .020 inches.
Wood
It is also important to use high quality three-ply or five-ply plywood from which to cut puzzle pieces. The higher quality the plywood, the less splintering that will occur when the wood is cut with the scroll saw. Many puzzles are cut from 1/4-inch mahogany, bass or birch.
Sander
As with any woodworking project, there is the possibly of splintering when making puzzles. Sandpaper or a sander is needed to sand the back and edges of the puzzle. If high quality plywood is used, the sanding can be minimized. If the puzzle is cut from lower quality plywood, more sanding may be required.