I too started with the cryptoquips in the local newspaper. I remember the first one I did when I lived in Winnipeg. I was babysitting on a Friday evening and feeling bored, I decided to try the puzzle. It took me FOREVER! I remember writing out all the letters of the alphabet and stroking them off one-by-one.
It really is so much easier and more enjoyable doing cryptograms on-line! In fact, it's downright addicting.