To stand a good chance of winning, it is desirable to have as hard a conker as possible. The best way to achieve this is to leave your conker in a drawer for a year (conkers that are put away for a year, and then reappear to cause havoc among the new nuts, are called "Laggies" in many areas). If you lack time, a similar effect can be gained by briefly baking it in an oven. Some people also swear by soaking or boiling in vinegar, or paint clear nail varnish on their conkers.
It should be pointed out, however, that some would consider any artificial hardening of a conker to be cheating. At the British Junior Conkers Championships on the Isle of Wight in October 2005, contestants were banned from bringing their own conkers due to fears that they might harden them. The Campaign For Real Conkers claimed this was an example of over-regulation which was causing a drop in interest in the game. In the World Conker Championship contestants are also restricted to using the conkers provided.
One factor that can affect the strength of a conker is to ensure that the hole is clean and that there are no notches that can begin a crack or split.
Okie dokie, thanks for the suggestions and the humour! We're (my lil sis and I) putting 7 each behind for next year, baking the rest for this year and leaving an extra one to throw at our brother. Let's hope I can be bothered to do this before I leave on Saturday.