Try http://www.websudoku.com/
Thanks to fellow blogger Chris (http://www.geekswithblogs.com/cwilliams) I now have a new way to be on the laptop and not work. I thought the “How Am I Doing?” help was showing me ALL that I had wrong. It wasn't until the last square that I realized it was showing me SOME of what I did wrong. I had to toss that game. See, I'm nicer than him, I'm sharing this tidbit with everyone (he just laughed at me when I found it)
BTW.. you can change the options to show you all that is wrong. This is way more fun than doing it on paper!