In this paper, we describe an in-class experiment that is easy to implement with large groups of students. The experiment takes approximately 15-20 minutes to run and involves each student completing one of four types of Sudoku puzzles and recording the time it takes to completion. The resulting data set can be used as a teaching tool at an introductory level right through to an advanced level of statistics. Basic methods for describing and displaying data as well as the intricacies that arise with real data may be discussed in an introductory course. The range of more sophisticated analyses that can be taught with the data set include chi-squared tests for independence, ANOVA, t- and F-tests, logistic regression and survival analysis. We describe and provide the tools to implement the experiment and illustrate several potential teaching topics using a collected data set.