I just found a really cool website. It allows you to easily make your own dot-to-dot puzzles.
Here's the address: Picture Dots
First, you need to find a picture on the internet that you want to make into a dot-to-dot. Then you find the URL of the image (usually in the right click menu for non-Mac users.)
You go to the Picture Dots page, load the image, and it appears as a canvas on the page. You then click around the sillouette of the image, and it automatically numbers the dots for you. It also allows you do make simple edits, like removing dots, moving dots, and adding lines. You can also test it out--it will show you what a completed picture will look like.
I've run a couple through Photoshop afterwards to add embellishments and to save as a PSD file.
You don't need to do that, though. It automatically creates a PDF for you of the image.
Here's a little bit of one that I did of XLR8 (Ben 10 character).