I've been playing around with this one also. I'd suggest the following:
1) get the hummers comfortable with you or your equipment (i.e. set it up each day and move it a bit closer each day). You can use something that looks similar but get it so they will come to the feeder with you around. It's a lot easier to focus and get good shots if they are 5 feet from you
2) Use a fast lens. The slowest I've been using is a 2.0 - although my next outing will stop it down a bit (4 or 5.6)
3) Use a very fast shutter speed (I used 1/4000th of a second)
4) Use a decent ISO (400-800)
5) Use a flash - it'll help freeze the action
It's all about getting close enough so you don't have to crop (or mess too much with focusing), setting your camera speeds quickly enough so that you can freeze the action, and if possible setting a static focus range instead of trying to focus on each individual bird. I have my last attempt (minus the flash someone suggested) posted here:
PentaxForums.com - opiet70's Album: Messing with the Hummingbirds
They're not great but they are getting there