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Keep key resources, such as the following, on hand (whether in electronic or hard-copy form):
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A dictionary
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A slang dictionary
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A thesaurus
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An atlas
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An almanac
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Work in pencil. When you're an old pro, you may insist on working in pen to up the challenge.
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The phrasing of the clues determines each puzzle's difficulty, and it may take a while to get familiar with a puzzle's particular phrasing.
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Look for fill-in-the-blank answers first; most people find them among the easiest to solve.