I recently discovered Indigo Puzzles, a great site to play Sudoku as well as other logic puzzles: Hashi, Hitori, and Kakuro. A free account gets you 12 new puzzles a day, in varying levels of difficulty, which can be printed or solved online. You can save partially-completed puzzles and return to play them at a later date, or play puzzles from previous days out of the vault. But the best part about the site is its interactive assistant for solving each type of puzzle. If you get stuck, you can click the Advice button, and get not only a hint for your next move, but an explanation of why the move is possible. This means you can attempt puzzles at a higher difficulty than you're used to, or learn a new puzzle type. I came there enjoying Sudoku but new to Hashi and just learning about Hitori. The assistant helped with understanding techniques of solving Hitori, a sort of checkerboard game of black and white squares, and gave me tips on Hashi, the addictive puzzle of islands and bridges, so now I can solve harder versions of both on my own.
It seems like the site's motto, "Proudly destroying productivity since 2005," is accurate!
Two other good sites with thousands of free logic puzzle games to print or play online are Web Sudoku and Vegard Hanssen's site for Hashi, Hitori, and more.