Regarding Nikoli's site http://www.puzzle.jp/en
, I have been a completely satisfied subscriber for a little over 2 years. motris' descriptions of the puzzles supplied are accurate, there's a nice variation of difficulties and sizes, along with 8 puzzle types (they added Hitori last year and Heyawake this year). Every couple weeks they have a special "Time Trial" race where the winner gets a little prize, and this puzzle is usually very large and very hard. On initial subscription, you get access to the past 30 days' worth of puzzles, although recently they began offering a deal where new subscribers could immediately buy access to the last 6 months' worth of puzzles for a little more money.
All the applets are well-written, and the puzzles are all hand-made, with each puzzle's author given, which is nice because you can kind of get a sense of the style of each author. Also, the site saves the way every solver completed each puzzle, so you can check the solved list for your total completion time/method, other solvers' times, and even bring up their solve and watch how they did a puzzle real-time (or in FF if you like). I like to think of myself as a decent solver, but some of the solving times are unreal, and it's entertaining (and educating if you get stuck) to sit and watch one of those crazy solves happen.
I say all the above even though a few weeks ago they announced that the site would be closing this July 31. No real explanation is given, but I assume it must be related to low subscription rates. I'm somewhat surprised, since the $4/month seems pretty cheap to me for the large number of quality puzzles supplied, and especially since I assumed the sudoku/kakuro explosion in the UK and US would drive a few more people to their site, but it doesn't seem to have happened. I'm pretty heartbroken about it, as the site has been part of my daily routine/addiction for so long. Also it's disappointing for quality puzzles to be apparently ignored, even more so every time I see a magazine rack stuffed with trash sudoku magazines of junk computer-generated puzzles crapped out by every publisher who wants to bandwagon in on this "soduku" craze they heard about somewhere.
In any case, there's still another 3 months left for the site, so it's still a viable option in the short term (even better if you quick-buy the 6-month archive, probably 60-70+ of each puzzle type). Plus, if enough people sign up, maybe we can save it..