Sudoku Mania!

Sudoku Mania! is a very good Sudoku game for Windows. It is based on Flash, so you might be asked to install it if you don't already have it.
The game allows you to play the more traditional 9 by 9 square-game or a new 4 by 4 square-game.

I have only recently learned how to play Sudoku, so I tried the 9 by 9 game. Once in a puzzle, the numbers that have already been solved for you at the beginning of a game are highlighted in green. You can input numbers on empty squares by either clicking on them and typing a number, selecting a number from the keypad on screen, or by repeatedly clicking on the square, which scrolls from 1 to 9. On the top part of every square, there is room for "pencil notes", which are of help when you have more than one possibility but need to remember them before moving on to another square. Horizontal and vertical "pencil lines" can be added as visual aids for completing columns and rows. If you get stuck, the game can offer you hints and the puzzle can be automatically solved, should you want to quit.

Puzzles are generated in real-time. According to the developers, there are more than 130,000 puzzles available.

All in all, Sudoku Mania! has a bunch of puzzles, it is easy to play with moderate puzzle difficulty. I have seen other Sudoku games offering a nice feature that this one is missing. Some of them allow you to double click a number anywhere on the screen, and all the instances of that number in the puzzle get highlighted. It is a nice aid that makes the thinking process a lot easier.