I've only been programming for a few years, but this has to be one of the most successful methodologies I've added to my arsenal. Instead of an actual anthropomorphic figure, I use a chat window with someone. Mostly they ignore it, but I still type in that window what the code should be doing. More often then not someone might reply with "wtf why". Which is great because the duck in this case can provide feedback and thought.

I know of a few places like THQ in Australia which promote this idea of rubber ducking.

Also paper and pencil works well for when your only option is to printf debug (embedded devices with no support).

I just hate those times when you've misunderstood the API and you expect certain functionality which isn't its actual defined functionality. You live, you learn.