Example: Sudoku

% Sudoku
% Author: Roberto Bonvallet
\documentclass{article}
\usepackage[pdftex,active,tightpage]{preview}
\usepackage{tikz}
\usepackage{mathpazo}
\PreviewEnvironment{tikzpicture}
\newcounter{row}
\newcounter{col}

\newcommand\setrow[9]{
  \setcounter{col}{1}
  \foreach \n in {#1, #2, #3, #4, #5, #6, #7, #8, #9} {
    \edef\x{\value{col} - 0.5}
    \edef\y{9.5 - \value{row}}
    \node[anchor=center] at (\x, \y) {\n};
    \stepcounter{col}
  }
  \stepcounter{row}
}

\begin{document}
\begin{tikzpicture}[scale=.5]

  \begin{scope}
    \draw (0, 0) grid (9, 9);
    \draw[very thick, scale=3] (0, 0) grid (3, 3);

    \setcounter{row}{1}
    \setrow { }{2}{ }  {5}{ }{1}  { }{9}{ }
    \setrow {8}{ }{ }  {2}{ }{3}  { }{ }{6}
    \setrow { }{3}{ }  { }{6}{ }  { }{7}{ }

    \setrow { }{ }{1}  { }{ }{ }  {6}{ }{ }
    \setrow {5}{4}{ }  { }{ }{ }  { }{1}{9}
    \setrow { }{ }{2}  { }{ }{ }  {7}{ }{ }

    \setrow { }{9}{ }  { }{3}{ }  { }{8}{ }
    \setrow {2}{ }{ }  {8}{ }{4}  { }{ }{7}
    \setrow { }{1}{ }  {9}{ }{7}  { }{6}{ }

    \node[anchor=center] at (4.5, -0.5) {Unsolved Sudoku};
  \end{scope}

  \begin{scope}[xshift=12cm]
    \draw (0, 0) grid (9, 9);
    \draw[very thick, scale=3] (0, 0) grid (3, 3);

    \setcounter{row}{1}
    \setrow { }{2}{ }  {5}{ }{1}  { }{9}{ }
    \setrow {8}{ }{ }  {2}{ }{3}  { }{ }{6}
    \setrow { }{3}{ }  { }{6}{ }  { }{7}{ }

    \setrow { }{ }{1}  { }{ }{ }  {6}{ }{ }
    \setrow {5}{4}{ }  { }{ }{ }  { }{1}{9}
    \setrow { }{ }{2}  { }{ }{ }  {7}{ }{ }

    \setrow { }{9}{ }  { }{3}{ }  { }{8}{ }
    \setrow {2}{ }{ }  {8}{ }{4}  { }{ }{7}
    \setrow { }{1}{ }  {9}{ }{7}  { }{6}{ }

    \node[anchor=center] at (4.5, -0.5) {Solved Sudoku};

    \begin{scope}[blue, font=\sffamily\slshape]
      \setcounter{row}{1}
      \setrow {4}{ }{6}  { }{7}{ }  {3}{ }{8}
      \setrow { }{5}{7}  { }{9}{ }  {1}{4}{ }
      \setrow {1}{ }{9}  {4}{ }{8}  {2}{ }{5}

      \setrow {9}{7}{ }  {3}{8}{5}  { }{2}{4}
      \setrow { }{ }{3}  {7}{2}{6}  {8}{ }{ }
      \setrow {6}{8}{ }  {1}{4}{9}  { }{5}{3}

      \setrow {7}{ }{4}  {6}{ }{2}  {5}{ }{1}
      \setrow { }{6}{5}  { }{1}{ }  {9}{3}{ }
      \setrow {3}{ }{8}  { }{5}{ }  {4}{ }{2}
    \end{scope}

  \end{scope}

\end{tikzpicture}
\end{document}