A properly created Su Doku should never require guesswork. They are all supposed to come via logic... and there should only be one correct solution. Apparently, the fiendish ones (try the
Times (London)) just mean that there's only one logical path through the puzzle rather than several.
I got hooked on them while I was on jury service. For Tiger users, there's a good
Su Doku widget. The only trouble with it is that unlike the paper ones, you can't make little notes to yourself which is still the only way I can get some of the Times fiendish ones out.
edit - The Times current variation to make things harder is to interlink 5 Su Doku grids on a Saturday (only in the printed version). Ouch it hurts the brain...