Here's how I play my Texas Holdem (no-limit) sit & go tournaments online (usually on Virgin Poker)...
Now I usually play short handed (in this case, 5 seats) and play with a stake of about £5 on a speed table (usually the blinds will increase every 5 minutes). This I have found out suits my game but this will differ from player to player.
At these stakes you'll usually find at least one player that has to raise the blinds up pre-flop, every hand, just for the sake of raising. Be patient, and unless you're very unlucky you have a good chance of either taking this player out of the game or at least winning a good proportion of their chips to carry through to the later part of the game. Wait until you have good cards (pocket 10's upwards, AK, AQ, AJ suited or A9 or 10 suited) and when they raise pre-flop put a larger-than-normal re-raise in, maybe 10 or more times the blind. They will usually fold but if they have what in their eyes looks like good cards they may re-raise you all in. Call.
With 4 players left, if you have no more annoying players at the table it won't be long until a couple battle it out all-in and the table is left with 3. Play tight, and be patient.
This is the hardest part of the game. Top 2 get paid out so with 3 left everyone will tighten their game up. At this stage you can loosen up slightly, playing lesser cards, but still be patient and don't let other players bully you or let the blinds eat you up.
If you make it to the last 2 then the normal rules of good poker playing go out of the window. With any Ace or picture card, raise pre-flop or call a pre-raise flop of either 2, 3, or 4 times the big blind. With pocket 7's or up if you come across a pre-raise flop re-raise all-in. Check or fold if you are dealt poor cards but try not to get bullied out of the blinds.
That's how I play anyway. I change my game constantly and try to read the players more than the cards and this helps players not to get a good read on me. I don't do bad and overall I would say I am up, but I'm no professional, and everyone's game is different so take what you like from it and if any of it helps your poker game then I'm glad I could pass on the wisdom.

Sit & Go Poker Tips