My buddy Jay recently sent me this e-mail:
I've played a bunch of SNGs (on Pokerstars.com) over the last few months with pretty decent sucess and have a couple of tips to pass along... I strongly recommend playing extremely tight early on. I personally will only play the best hands (AA, KK, QQ, AKs) during the first two levels, maybe a few more in late position... because people will very often get knocked out early. To illustrate, a few times I've signed up for tourney's, then gone out for 15-20 minutes to run some quick errands -- (I don't recomment this as you should ideally be observing every hand to learn and take notes on people's tendencies) -- usually by the time I get back one and sometimes two players have already been knocked out, that's 25% of your opponents at a 1 table SNG! Granted you'll have lost $60 (2 rounds of blinds), but I'll trade $60 to narrow down the field that much anytime. Also when you're actually there (not out doing errands) you won't automatically have lost the $60, b/c you might have played a hand or two (either been dealt a premium hand, or gotten a "free" play in the big blind). This will also help to disguise your play to observant opponents when you start playing more hands as the blinds go up. Hope this helps, good luck man.