Like my dad and my kids, I enjoy doing Sudoku puzzles. You could even say I'm a big fan of them. It's OK to interpret that as being a Sudoku nerd.
I enjoy doing the daily puzzle in the newspaper, but it's online where Sudoku becomes really fun.
For normal Sudoku, the online site I most enjoy using is Sudoku Slam. I like that it does all the pencil marks for you (where possible numbers for a particular square are marked). That may sound as if it makes the puzzle too easy to solve, but while that may be true on the easier levels, it ends up doing the same housekeeping one would do anyway on the higher levels. Even better, it will let you highlight squares where a particular number is the possible, such as to the right. Highlighting all 4's shows that because of the pairs of 4's in the 4th and 8th rows, you can eliminate the 4's in row 2 column 3, row 6 columns 3 and 4, and row 9 column 3, after which the rest of the puzzle falls into place.
There are several Sudoku variations, but my favorites are all on Killer Sudoku Online. The concept is rather than just having numbers to fill in, there are also blocks which need to add up to a certain number. You quickly learn patterns of what is possible with which blocks. The reason I like Killer Sudoku is because it's a truly different twist, rather than just an extension of the original Sudoku. They're my favorite version of the game.
There are other Killer variations on the Killer Sudoku Online, including one where you don't know the sums of all the blocks (you're given some relationships of which blocks have higher or lower sums than their neighbors). The site also does a pretty good job at translating the puzzles to a web browser. While it's not nearly as powerful to use as Sudoku Slam, it's got better navigation and pencil marking than most of the other online Sudoku sites I've tried.
I like to think that doing puzzles helps to keep one's mind sharp. At least that's what I tell myself when I'm having trouble finishing up a particularly hard one.