not sure on an interactive site.
a good one that works for solving
scanraid.com
the site also has some digagrams for some technique it uses.
you can load in a puzzle
and it can find solution paths. where it hightlights the cells and you can learn how it works by trying it out your self.
but there is a list of tehcniques starting with basics to learn befor moving forward
check this link of it is a collection of the basics then moves onwards to harder tehcniques,
http://forum.enjoysudoku.com/viewtopic.php?t=3315you could also read here for some stuff.
http://sudopedia.org/wiki/Category:Solving_Techniques