To Infinity, And Then Stop
Hexcells Infinite is the final form of Hexcells. It still doesn't look all that great, but it has puzzles just as challenging as those in Hexcells Plus, as well as an "infinite" mode (randomly generated puzzles that, well, aren't all that hard, but provide even more puzzles if you should feel the need for those).
Most importantly, it finally saves puzzle progress when you exit to the menu, and it has Steam cloud saves.
Finally!
Better than: Hexcells Plus
Not as good as: Paint it Back
Thanks for the "infinite" puzzles: but after doing the hundred or so from all three games, I think I'm all set, thanks.