Curtains has made many videos on that topic recently. He doesn't need commented games, but for the rest of the world it is helpful to get some explanation why a move is played or not played.
Daniel King has written a guess the move book called 'test your chess' and I think there are several more.

I just found a free program called chesshero, which seems to have all the features needed for "guess the move" training with pgn databases.
http://innokuo.altervista.org/chesshero.html
A first test of the program was quite promising, although it seems to have at least one bug in file opening dialogue.

If you own a book with annotated games and want to do your training with those games a look at
http://www.gambitchess.com/index2.htm
could be helpful. They are collecting databases with games from books, .

If you want to use databases only, maybe the links to annotated games in my training journal are helpful.

Thanks for these!- I, for one will make good use of these resources.

I sometimes use SCID for this purpose, hiding the next move etc, you can do it on there as well.

JWhis,

of course you can use almost every database program for that kind of training.

Chesshero has the advantage that you can look at the statistics after a training session, basically you can do the same as on the tactics sites in the web, but you can chose the content of your training and do it off-line.
Chesshero creates an archive, which is table, where you can sort the positions by required time to solve, penalty with respect to best move, occurance and several more and by marking a line you see the position on a little chessboard. It is much easier to track your progress and find your weaknesses, especially in tactics or strategy training. As the built-in engine runs in parallel, you don't need the solutions and e.g. in case there are several ways to mate it accepts each way as correct solution, unlike testing against a single (fixed) solution.
Also, when I played through the games of test books containing games for guess the move training, the engine helps you to spot the mistakes in the game on the fly.

Could I add a little twist to this method which some of you may find to your liking, and which I have observed for myself and others, gives greater benefit? The actual method described does not change, but rather there is an added preperation stage. Call it cheating if you like! Select either one or more games and simply play through them slowly or if you prefer at a more rapid pace but in this instance each game a number of times. Your just trying to get a ' sense ' of the game - to develop a feel for it. When the times comes when you are confident you have pretty much forgotten the game; be it a day or a week later ( an hour? Oops ), then you are ready to try playing one side in the chosen game(s).

Titled players have a big advantage regarding memory of openings and positions which they do not even play, for which most of you do not. You do not want yourself to be unable to see the wood for the trees, is my point.

While learning you are seeking an emotional response! Not just negative or positive but everything inbetween. Your emotion is the weight which pins down what your trying to learn, but extreme emotion should be avoided as it will do the opposite.

@zeitnotakrobat:

Thanks! I can see a lot of ways that could be useful for improving one's game in a targeted fashion.

Thanks for finding these Chess Hero looks very interesting, I am curious, can you set it so it will play through a single game rather than jumping to random positions in a PGN?

jtixs,

you can set it in the profile. After program starts chose settings->profile
then chose the profile and click edit.
In the new window chose the tab "advanced" and chose the "Pick mode".
Random means after each move a new random position from the profile is chosen.
Random+Sequential: A random position/game is chosen and you go move by move until the end of the game/line. Then a new random position/game is chosen.
Sequential means you go from position/game 1 move by move position by position until the end of the profile.

In the "basic" tab you can chose the move to begin with. This is only useful when looking at full games to skip the opening phase. In that case you should create a profile which contains *.pgn files with games only.
Here you can also chose if you want to guess the moves of the winner/loser/both/colour or chose a player.