Are there any application or web sites that I can use to simulate a game by myself (play both colors)

So that i can play through a game and study it on my own. I know i can get sgf in kgs, but i would much prefer an application or web site that will allow me to do this.

I'm trying to go through some game examples from a book, and it would just be a lot easier if i can go through it step by step and see its changes visually.

Eidogo.com

in the menu, select "Blank Board" and go ahead. In the lower right is the option to download the .sgf