This article presents a few methods for generating Sudoku puzzles. These methods are developed based on the concepts of matrix, permutation, and modular functions, and therefore can be used to form application examples or student projects when teaching various mathematics courses. Mathematical properties of these methods are studied, connections between the methods are investigated, and student projects are suggested. Since most students tend to enjoy games, studies like this may help raising students' interests and enhance their problem-solving skills. (Contains 5 tables.)