Color Sudoku lets you choose letters or colors instead of digits
You must fill in the symbols 1 through 9, so that each row, column and nonet contains every symbol exactly once. You can also choose letters or colors instead of digits and you can change board size. Another option is to restrict diagonals, too. More difficult is "Killer Sudoku" (SumDoKu, Samunamupure) - the board is divided into groups which have certain sums. Other interesting variants are Greater Than, Consecutive, Odd/Even, Samurai. This program can create PDF.
http://petr.lastovicka.sweb.cz/games.html