Very neat looking I'll have to try that. (I'm posting here so I remember to come back to that link and download it when I'm home).
Guess-the-move software

There is something similar to this at chessgames.com, but instead of random positions from different games, you play through a single game as 1 side, guessing the moves, and getting scored on how well you do.

There is something similar to this at chessgames.com
Thanks snits, here it is:
http://www.chessgames.com/perl/guessthemove

In which case, chessgames.com or Chess Hero? At chessgames.com it will let you know your move is wrong and you can guess again. For Chess Hero, you can set it up so it knows what are your book lines.

I've written a review of the updated Chess Hero, version 2.0.1. (which is a considerable improvement on the previous version):
http://www.chess.com/forum/view/chess-equipment/chess-hero-201---can-you-play-like-a-gm

I actually prefer Lucas Chess's Play Like a Grandmaster mode (which is really just Guess-the-Move) to that Guess the Move software by a good margin. Plus Lucas Chess has tons of other training modes that are very good.

If you click the import button in Lucas Chess, you get well more than a few (probably over 100 different GMs), and each have hundreds to thousands of games to select from. Yes, if you want to do this with your own games, I would choose something different. I also would not expect to get anywhere near the benefit, though.

I posted a new version of GTM at http://www.chess.com/download/view/guessthemove----training-program. Please email me bugs and suggestions.
I designed GTM after some research and was determined to make a program that filled my own requirements for this sort of training. The 2 major differences between GTM and LucasChess (Play like a Grandmaster mode -PLGM) are:
1. Although you can select a player, you cannot select a specific game by that player in PLGM. I use GTM to review the games downloaded from Chess Life and from other sites with recent game collections. It is easy to track which games you have played over since GTM will warn you if you play the same game twice (even across game collections). Once you have collected a set of games, you can delete them (within GTM) after you played them. When the file is empty, you make a new collection. The same function works with the review file of saved positions/blunders. This is how I use GTM to review a collection of games.
2. In PLGM you see the engine evaluation, but do not see *why* your move is bad. In GTM you see the engine's suggested move as well as the actual move played. You also see the engine's principle variation of both your and the pgn moves when you make a blunder. If you still have questions, you can ask GTM to "refute" your move and play out the game making as many of your own moves as you wish. Then you can return to guessing the move in the game you loaded. I feel that this sort of exploration is important when studying a game.
Lucas Chess has many training features outside of PLGM not duplicated by GTM. Within PLGM, however, I prefer the GTM interface (no doubt because I designed it myself <G>). Since both are free you can try them yourselves!

The problem with Chess Hero is that 1. the positions are random and 2. the evaluation is based on a chess engine. The randomness takes away from the flow and idea (plans) of the player. The engine evaluation is not constant and is dependent on the computer used. The engine evaluation also takes away from the idea (plans) of the player.
The best software aside from chessgames.com is "Guess the Move" by Fred Mellender https://sites.google.com/site/fredm/. You can load Alekhine games to assist you with playing and thinking more dynamically or Capablanca games to think more technically and advantageously simplifying. "inferior" moves with a point many times are better than the expected best move. This is why GMs work on novelties. I think it is better to explore different GM styles and improve your understanding of how to play a game rather than a position out of context.
I stink, but my 10-year old son is now in the mid-1800s USCF using this method along with tactical and endgame (Chessimo) and opening (Chess Position Trainer) training. He has no chess coach other than the Guess the Move players he mimics. He has done the best games of Capablanca, Reti, Nimzovitch, Rubenstein, and is now on Alekhine.
version 2.4 of Chess Hero lets you do sequential or random. You can set it in the profile you create for the pgn files. I just tried it and it was letting me do guess the move with the Euwe - Kotov game from Zurich '53.
This looks interesting:
http://innokuo.altervista.org/chesshero.html
Haven't tried it yet.