I cannibalised my sudoku software to solve futoshiki puzzles. You can download it from here:
http://uk.geocities.com/aidan_001/software.html
Using this software it's possible to create puzzles that the solver can't solve. You create a puzzle for which ther's a cell which has only one valid candidate (the others lead to contradictions) and that candidate solves the puzzle.
I've posted such a puzzle on the link above. I'd be interested to know what techniques can be used to solve it. (I'm guessing people are going to suggest forcing chains, but hoping there are some more elegant techniques that I'm not aware of).
As my page is a free geocities page, I haven't included a direct link to the picture in this thread, but if anyone has some spare bandwith and wants to copy the picture to their page to provide a picture in this thread, please feel free.