Yesterday's column at Kobold Quarterly, "Dragons: A Soar Spot," touched on a point that's worth enlarging. That is, that players will still have fun if the GM makes the game hard.
Let me start by stating that I don't subscribe to the notion that the GM's job is guaranteeing that everyone at the table has fun. That's everyone's responsibility.
The GM's main job is to create challenges for players to overcome and to interpret the success of their efforts. Those challenges can be based around combat, puzzles, exploration, negotiation, or any of the other activities heroes engage in.
The job does not include providing ready solutions to those challenges. That is the players' part of the split. Not every gorge needs a handy log lying nearby. Not every trap needs a deactivation lever. Not every monster needs to be killable. Honestly, I don't believe the game master even needs to ensure that every problem has a solution.
Having presented a challenge, the DM's responsibility is listening to the players' proposals, answering questions, and offering feedback that players need in order to come up with a viable response. Ideally, the DM will act through NPCs and not just be a godly voice.
If players make a proposal or take an action that the DM judges as unworkable, then he must explain why it doesn't work so players can make adjustments. In every case, players should be encouraged to investigate, experiment, plan, and above all, to get creative.
When players come up with a reasonable approach or an attack plan that might work, then it deserves a reasonable chance for success--not a guarantee, but a reasonable chance.
Sometimes it's better if the DM doesn't have a particular solution in mind when presenting a problem to players. If he does, he'll be biased in favor of that solution. I've played games where perfectly good ideas were rejected because they weren't the solution the GM envisioned. The result was frustration and even a bit of anger. Players should be rewarded, not punished, for being more creative than the GM.
In my experience, the most enjoyable part of an RPG is not grinding down the monsters' hit points or dropping prepositioned round pegs into round holes. It's crisis management and problem solving. Players get the most satisfaction not from rolling dice or guessing what the GM has in mind, but from devising clever (or desperate) solutions to difficult problems and escaping from truly harrowing danger.