I'm new to Sudoku, and I find when puzzles get tough later in the week, I need help when attempting pencil and paper only solutions. The aid I created is the Sudoku Worksheet available at
http://www.ccs.neu.edu/home/ramsdell/tools/sudoku.pdf. It helps you track a box's possible values. Once a box is determined, I erase my marks, and write in the value. The worksheet is generated using an AWK script to produce TeX input. When the worksheet is not enough, and I really get stuck, I run the JavaScript Sudoku Solver at
http://www.ccs.neu.edu/home/ramsdell/tools/sudoku.html.