|I also play in pen because I'm a glutton for punishment.|
This is what I came up with: http://geekwagon.net/projects/sudoku/
I didn't use a library for local storage, for some reason I wanted to do it the hard way. This project has only been tested in Chrome, so if you want to see the mess I put in local storage the developer tools (F12) has a tab named Resources.
I'd love to write my own Sudoku creating/solving/playing library (maybe someday), but for now I'm playing with this one made by Einar Egilsson, which is a port of one created in Python by Peter Norvig. It was easy to use, and it's been a few months but I want to say I made some minor modifications. Should have written what.
There are some simple options. The highlighting presented an interesting jQuery technical challenge I hadn't encountered. Over all this is just clean fun. Quite a bit of functionality doesn't work yet (sorry), but I hope to get back to this project sometime. Unfortunately it is one of millions of projects I start and never finish.