Yours and Zyx's posts were too long for me to read, so dont worry, I didnt suffer reading them.

But I think the guru puzzle is fine, Id just love to see a version that I wont have to reread five times only to find that I still dont understand it.
Now to the marbles.
Let's number the balls from 1 to 12.
I take balls 1,2,3,4,5,6 and put them on one scale (A) and I put balls 7,8,9,
10,11,12 on second scale (B). For the purpose of this explanation I decided that ball number 10 is heavier than the rest, but this fact is officially unknown to me of course.
So I weigh both groups of balls and group B appears to be heavier. Then I switch randomly chosen three balls with three balls from other group.
Now, if I switch balls 1,2,3 with balls 7,8,9 nothing will change - scale B is still heavier, so I know that the ball I am looking for is either 10,11 or 12. If I switch balls 1,2,3 with 10,11,12 result is the same - I know that one of the balls 10,11,12 is heavier than the rest, because now scale A is heavier and balls which made it heavier must be 10,11 or 12.
I remove all balls except 10,11,12 and add one of the balls that are of normal weight, for example ball 1. I divide balls into two groups again, for example 1,10 and 11,12. Here things break, because third weighing will work only if ball 10 is the one I am looking for. But if I divide balls into 1,11 and 10,12 it wont work, because I will be left with scale B holding balls of which each one can be THE one.
At least I proved that my brain cells are working.
EDIT:
Me stupid. I dont add ball 1 or any other in step 3. I simply take two of the balls 10,11,12 and weigh them. If both weigh the same I know that the third one is heavier than the rest, if one is heavier...well.
D'oh!