Sudoku - The Game
iOS Universal Games
This app gives you a classic, simple to use sudoku.
Choose one of four difficulties and you're ready to go. Of course, you can make notes, just as you could with pen and paper, to make things easier.
Should you get stuck on a sudoku, you can view the solution.
And in order to save your progress, there's a local high score list, which shows your personal best time for each difficulty.