It's currently capable of generating sudoku puzzles using five different difficuties, solving any valid puzzle, show automatic and manual pencil marks, hint you when you've got stuck, and much more...

You need to install .NET Compact Framework 2.0 in order to run Pocket Sudoku.

Features:

• Generate puzzles using five different difficulty levels.
  The next puzzle is generated while you're playing the current one. Therefore, you don't have to wait when starting a new puzzle.
• Solve puzzles.
  The application can solve any valid puzzle by using the Brute force algorithm, and most other puzzles by using the Intelligent algorithm.
• Pencil marks.
  Choose between automatic and manual pencil marks.
• Hints.
  Get help when you've got stuck by using our intelligent 3-step hints-feature.
• Painless interface.
  The interface of Pocket Sudoku is designed for human beings and is really easy to use.
• Undo/Redo.
  Step back and forward in your solving progress.
• Save/Load.
  Save the current puzzle to a file and load it later to continue solving it. Supports sudoku (.sud) files and text (.txt) files.
• High Scores.
  The ten best times for each level are saved to the high score lists. If you use hints, though, you won't get a high score.
• Translations.
  Run Pocket Sudoku in your language.
• Pause.
  By default, Pocket Sudoku automatically pauses the game when you switch to another application.

Update Description:
v0.80:
- Hints - Get help when you've got stuck.
- ClearType detection - No more problems with dirty graphics.
- Toolbar - The user interface has been revamped and is now more appealing. The undo, redo and hint features are available from the toolbar.
- Harder levels - Bugfixes, don't you just love 'em?! One of the bugs that have been fixed makes the hard and very hard levels even harder! The application can now solve harder puzzles as well.

v0.70:
- Generation/solving algorithm speeded up.
- Brute force algorithm added, now solves all valid puzzles.
- Language support, run Pocket Sudoku in your language.
- "Undo to start of game" feature request implemented.
- A slight change in the solving algorithm makes it generate harder puzzles (but if you want a real challenge, play a very hard game and turn off the automatic pencil marks).
- Bugs with having "allow mistakes" on fixed.
- Pause mode redesigned.

v0.63:
- Fixes the high score bug.
- Fixes a pause bug.
- The entire application is now VGA-aware, meaning no trouble with higher resolutions.

v0.62:
- Introduced a checkbox in the settings window to allow obvious mistakes to be done.
- Fixed the manual pencil mark bug.
- Fixed the clock bug.
- Ability to skip numbers.
- Pause (Ability to stop and start the timer).
- High score lists (One 10 top times list for each level = 5 lists).
- Other minor bug fixes.

v0.60:
- Undo, redo.
- Save and load text files.
- Real manual pencil marks.
- Reset pencil marks.
- Notification when new grid has loaded.
- Faster GUI.

v0.50:
- Pencil marks.
- Background generation.
- Back buffering (i.e. No flicker).

v0.26 is now released and contains a new clearing mechanism and a new settings dialog. There's also an installer and a cab-file to download if you want to install the program to your handheld device.