Having pain solving puzzles using MS Paint (or any image editor program) or printing them and solving by hand?
I suggest an approach: Use an applet designed to solve such puzzles.
This link goes to a page by Simon Tatham. He has a good number of puzzle applets; some of them are puzzle types that appear in this blog (Slitherlink, Akari, Fillomino, Sudoku), and there are still a few other puzzle applets whose puzzle type hasn’t appeared in this blog…yet (Hashi, Dominoes, KenKen, Magnets, Hanjie, Kuromasu, Shikaku, Hitori, Tents, Skyscraper, Unequal Sudoku, and a puzzle applet named “Slant” there). I recommend you to use such applets to help you on solving…other than the Fillomino one, due to the fact that it has a maximum size of 9.
Of course, you need the applet to be able to interpret these puzzles, so starting now, each puzzle that has an applet made by Simon Tatham (as of the time of post, only a few first puzzles) has a code below each puzzle’s picture that can be used to display the puzzle in the applet made by Simon Tatham (of course you need to use it on the correct applet).
EDIT: As Puzzlefreak pointed, there is another site of applets that I think is better (but requires Java): Puzzle Applets by Janko. I don’t know whether it must be online or can be saved and used offline (Simon Tatham’s is an application, so obviously it can be used offline). Each puzzle now will have the link to Janko’s applets too.
P.S. Well, I haven’t searched about other puzzle applets thoroughly, so there might (and probably will) be a few other applets out there that I haven’t known yet. Know any? E-mail me!