Seems like building a Sudoku application is almost a compulsory thing for programmers these days. 

I've written about my prior efforts. Here's an update.  Rather than force you all to use the XBAP I published last year, here's a standalone WPF app.  C# Source and EXE include.

It uses the DLX (Dancing Links) algorithm from Donald Knuth. 

Pretty speedy. It is a WPF app, but there are no fancy WPF graphics.  It just generates a table, and that's about it.  This one is handy if you like to do Sudoku on paper.  I've uses this app to generate and print out puzzles that I can do with my kids.

Source: WPF-Sudoku-source
EXE:  Sudoku.exe

Cheers!