http://www.sudokumegastar.com/
Here's a web site grouping the links to different flash animations and demos showing basic to semi-advanced techniques for Su-Doku, Kakuro and Futoshiki. The graphic atmosphere is very "zen" and the explanations are clear and easy to understand.
Of course you can also print off some free grids.
The site is in English, French and Spanish.
See you there.