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Google reported 33'300'000 hits for "Sudoku" in March 2010 and 44'400'000 hits in December 2015. I liked the pages below (as of 2015, the ordering is arbitrary). You will surely find many more Sudoku sites on the Internet.
Wikipedia: Sudoku
Wikipedia: Mathematics of Sudoku
A good Wikipedia paper, as usual.
Wikipedia: Algorithmics of Sudoku
Computer solution methods without logic (e.g. backtracking).
Angus Johnson: Simple Sudoku
Sudoku hints and a program.
Tom Davis: The Mathematics of Sudoku (PDF)
Sudoku rules and mathematical explanations.
Frazer Jarvis: Sudoku enumeration problems
Counting Sudoku positions.
Sudoku Dragon
A very extensive page with everything about Sudoku. It includes playing, solving of a given board, generating, explaining solution techniques and much more.
Sourendu Gupta: Sudoku
A nice page with a lot of material and background information.
David J. Nixon: Sudoku Hints
Online game and a possibility to add Sudoku to your Web page using an iframe.
J. Halliday, R. Rutter, J. St. John: Sudoku Generation Using Human Logic Methods (PDF)
Generation of Sudoku boards with Perl program.
Andrew Stuart: Sudoku Solver
The working of the solution techniques is shown step by step. Very nice.
S. Chadwick, R. Krieg, Ch. Granade: Ease and Toil: Analyzing Sudoku (PDF)
Construction of Sudoku puzzles with a Python program.
Nicoli: Sudoku
Simple explanation of Sudoku.
Sudoku of the Day
Solution techniques
Sterten: Sudoku
Difficult Sudokus in textual form for program testing.
Sudoku.com
Play Sudoku.
Peter J. Cameron: Sudoku, Mathematics and Statistics (PDF)
History and mathematics of Sudoku in short.
The Sudoku Learning Center by Patrick J. O'Neil
Learning Sudoku.
Josh Metzler: Sudoku
A nice player.
Bob Hanson: Sudoku Assistent/Solver
Yet another nice site.
Emanuele Feronato: Sudoku creator/solver with PHP
A simple solver in PHP using backtracking.
Vegard Hanssen: Sudoku puzzles
A database of solved puzzles (about 7 millions on February 2010).
internetSudoku
On internetsudoku.net you can play sudoku using your computer, tablet, or smartphone.