I highly recommend the websudoku site that K listed above -- the only problem is that the notations are hard to make online, especially when you have a lot of options in one square initially. However, you can print them in LARGE format, which makes it much nicer to solve.
The other site which has a REALLY nice java sudoku is on
www.dailynews.com/coffeebreak . It is easy to make notations pressing the shift button, and it tells you when you are putting in an accidental duplicate number in the same square/row/column. The Monday-Thursday listings are usually easy, and the Fri-Sun listings are usually in the harder categories.
They are logic puzzles, there is absolutely no math required.