I also gave up on the Sunday Telegraph when the prize puzzles stopped. On the recommendation of alanogden (who seems to have vanished from AB) I started buying the Financial Times Weekend on Saturdays. There are two hard crosswords, a cryptic and a general knowledge. The prize for the cryptic is reference books and for the GK it is a Conway Stewart pen. They have a long submission date - ten days.
Also there is usually an arts quiz that you enter by email for a prize of a bottle of champers.
As the paper is readable and the magazine has proper articles (not "my favourite whatever" by a d-list celebrity) I think it is much better value than a Sunday Telegraph.
I still get the Times and the Telegraph on Saturdays for the crosswords (and the photo of James May - sigh!)