I'm fairly new to SnGs myself, but I've been doing a lot of reading here and I'll summarize for you (and possibly oversimplify):
1) A party poker SnG takes about 45-60 mins to win. Some people play up to 4 at once, I can't handle more than 2, staggered so one is early levels and one late. From what I've heard the best players can sustain an ROI of 40%, even up at the 50s and beyond.
2) The level of play pretty much goes up with the stakes in my experience, but I've read others saying 10,20,30 are similar and then it takes a jump. This probably depends on your playing style.
3) I've read you need a bankroll of 30X buy-in. Seems right to me. Steaks of not making the money can exceed 10 games even for excellent players.
4) Play really tight early (as tight as throwing away AQ-off if you're not on the button) and use your image to steal when the blinds get up to 50/100. If your stack is 10X blinds or less, go all-in to steal.
5) You'll go from rock to raving lunatic if you're playing it right. I'm stealing from Ciaffone's essay on 1 table sattelite's here, which demand a similar strategy to SnGs.
6) 3 best poker books ever (for NL tournies at least): The Theory of Poker - Sklansky, Pot-Limit & No-Limit Poker - Reuben & Ciaffone, Tournament Poker for Advanced Players - Sklansky. None of these are specifically about SnGs, but if you can digest them all and apply the knowledge to the quickly rising blinds I don't think specific advice is really necessary. That said, I've read all 3 several times and still haven't absorbed them completely (nor do I expect to anytime soon). Here is some good specific advice:
http://teamfu.freeshell.org/tourname...limit_sng.html
Here is an interesting chart to help with all-in decision making (which is EXTREMELY important for level 4+)
http://home.earthlink.net/~craighowa.../matchup2.html
Now, I've done my good deed for the day, can I please win a couple SnGs?!?! [img]/images/graemlins/frown.gif[/img]