If your phone supports both (rare), choose Vxp. It is smoother and uses less battery.
If you tell me the model of your phone or if you need help with advanced Sudoku strategies (like "X-Wing" or "Swordfish"), I can provide more tailored advice!
When you download a standard Sudoku Vxp file (typically 30KB to 150KB in size), here is what you can expect: