Another one! In one class, I always gave students the essay question that would show up on the final exam beforehand, because I wanted them to put some thought into it, as opposed to writing a "I am shocked by this question" essay. The risk with this, of course, is that students could possibly pre-write the essay in a blue book before the exam. My solution was to pre-mark all the blue books with a super-secret hidden symbol on the inside back cover before distributing them. If a returned blue book didn't have the mark on it--it hadn't come from me. Students knew I did this, too, which should further have cut down the risk of cheating.
I was proctoring back to back exams in the same room and grading the first set of tests during the second exam block. The first thing I did was check the blue books--and one was missing the secret symbol. The student in question, Jared, surprised me quite a bit. He was earning a solid B/B+ in the class and had come to my office the day before for an hour to review concepts for the exam. Good kid. My gut reaction was that I had somehow missed marking one of the books... until a student finishing up the second exam, sitting in the same seat that Jared had been in two hours before, turned in her exam--with an extra blank blue book she'd found on the floor, which had my marking on it.
I met with Jared, who confessed immediately, cried, said he'd never done anything like that before, and promised to never do it again. I gave him a zero for the exam, which dropped his final grade down to a D-.
A few weeks later, though, I was talking with some colleagues about busting cheaters. We all had stories...and it turns out that all of our most recent stories were about Jared, and all involved basically a word-for-word replay of the meeting I'd had with him. In the end, he was asked to leave the university, despite his promise that "it wouldn't happen again." True Darwinism.
Life lesson: professors aren't stupid, and they talk to each other.