OpenSky Sudoku Generator
This service lets you generate sudoku puzzles which you can download and print (as Acrobat PDF files), and then work out with pencil and paper.
The generator produces classic symmetrical puzzles of varying difficulty levels. The difficulty level ("Easy", "Medium", "Hard", "Very hard") appears on the printed page along with a difficulty factor ranging between 0.01 and 1.00 (the higher the value, the more difficult the puzzle).
I did not write the generator itself; it is part of the gnome-sudoku software, written by Thomas Mills Hinkle. I have simply made it possible to generate PDFs from the puzzles, and have hooked it up to the web.