Why is the Higgs boson so difficult to find? The main reasons the search for the Higgs is so difficult are related to the fact that the interaction of the Higgs boson with another fundamental particle is proportional to the fundamental particle's mass.

    The first consequence is that collisions of the low mass up and down quarks inside the proton have a low probability to produce a Higgs, so Higgs bosons are produced very rarely at the Tevatron. Ironically, the highest rate production process for the Higgs is from collisions of massless gluons, the carrier of the strong force! This works because the probability of the strong force to produce massive top quarks is relatively high, and the very massive top quarks have a very large interaction probability with the Higgs. The next highest rate production processes are production of a massive W or Z boson, which then radiate off a Higgs boson (WH or ZH); these are an order of magnitude more rare than gluon collisions.

    The second consequence is that the Higgs boson will decay to the most massive particles possible. This means the most probable products from the decay of a Higgs boson decay change from a pair of bottom quarks to a pair of W bosons as the Higgs mass approaches the threshold for W boson pair production. Now, W boson pairs present a good experimental signature for searching for the Higgs. Indeed, in 2009 the CDF and D0 experiments concluded that if the Higgs did have a mass between 160 and 170 GeV, then it should have been seen in the data at better than 95% C.L. On the other hand, for lower Higgs masses, the decay of the Higgs to bottom quark pairs presents an awful experimental signature as there are many more common ways to produce bottom quark pairs from the strong interaction at rates hundreds of thousands times higher. The result is that in the region of possible Higgs mass between 115 and 130 GeV, the best experimental signature is from lower-rate production of a Higgs in association with a W boson (WH), followed by Higgs decay to a pair of bottom quarks. This search is not yet sensitive to the rare rate of Higgs production in the standard model, it is only sensitive to rates about 3-4 times higher.
See the colloquium I gave at the MIT laboratory of nuclear science in April 2009 for more information about recent searches for the Higgs boson and future prospects: