Depends on what puzzle you want to solve if its #130 or above with public keys then Etar's Kangaroo or another modified kangaroo is the way to go
If you want to do puzzles without public keys like #66 or #67 you can join a pool there's a couple that you can find on (https://privatekeys.pw/puzzles/bitcoin-puzzle-tx) but if you want to go solo to get the full reward then the software that a lot of people use you can find here (https://bitcointalk.org/index.php?topic=5422375.0)
I myself use JeanLucPons kangaroo for #130 on cpu and have a python script that I wrote to make each thread search a random smaller range and saves that randomly generated range so I don't search that range again and prints the percent of the total range I have completed.
For the smaller puzzles without public keys I use bitcrack2 for gpu and keyhunt-cuda for cpu running the same python script.