I just assumed that everybody did it roughly that way until Lani started doing them. She says it isn't fun to do it my way.
To me the challenge of Sudoku is not logic but record keeping. That is, the logical calculations are easy, it is just difficult to accurately track what you know about the puzzle. Solve the record-keeping problem and most of the puzzles I've done are relatively easy with the time requirement coming from the endless iterations of the same two or three logical calcuations.
The problem is that many of the online Sudoku sites don't easily allow you to do such notekeeping on the computer screen. The Sudoku puzzles at ConceptisPuzzles (linked above as Steph's preserred site) do allow it though the interface is a little clunky.
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