Of course, if you really want to go way over the top with these things you could buy yourself a book and start at the beginning. This is what I did. I went quickly onto the 'Fiendish' ones (after two or three days) and through doing this I personally found that I developed an effective way of using pencil marks.
Then, I downloaded the program from this site and applied what I'd learned, little realising that the sudoku generated by the program are
considerably harder than those to be found in most books or newspapers. When (after a few days again) I returned to the book, I found that I was able to visualise candidate possibilties within the puzzle itself. Obviously this took a little effort and a degree of concentration, but became easier as time marched on.
Then everything went really weird. After a particularly intense session of computer/book puzzles (about three to four hours), I went to the pub and y'know what? People weren't in the right places! There were too many women at the end of the pool table, couldn't anybody else see that they should be separated by some men! And that part of the room's empty, for God's sake - let's put some effort into filling it up! Predictably, people weren't particularly impressed by my new-found approach to socialising, and most didn't understand
why the majority of them should be standing somewhere else. At this point it became apparent that I needed to calm down a bit.
I now derive a great deal of satisfaction from 'blitzing' all candidates within 30 seconds to a minute of loading up a 'Very Hard' and trying to consistently complete the puzzle in less than ten minutes - an entirely different discipline from sitting and staring and using just your mind. A bit like comparing longbow to olympic archery, it's soul versus method.
Because those of us with addictive personalities need to be careful where we step occasionally.