Recently I developed a wizard using SharePoint lists. The challange was to use only WSS 3.0, no compiled code, and it needed to be designed so that users could manage the questions themselves. The extra limitations were that the solution had to be provided using only the basic templates (Surveys were no available) and it needed to be generic enough to cover a wide range of questions.
To see how this was accomplished, and in a very short time, read my article Create Wizard Functionality With SharePoint Lists