centralnewyorki: Here's a page with some great hints, even though their word terminology was a bit confusing to me...
http://en.wikipedia.org/wiki/Sudoku
There were a few hints on that site which helped tremendously, I was actually able to do a complete Medium level puzzle for the first time without any hints or cheating (all done by logic) in about 51 minutes last night. I play Sudoku on my Treo PDA/phone. I can't imagine playing Sudoku on paper, it'd pretty much drive me nuts!