As part of a project exploring various aspects of teachers' choice and use of challenging mathematics tasks, we sought some responses from students on their preferences for the difficulty of tasks on which they might work and also on the ways of working. Despite the common finding that teachers are reluctant to pose challenges to their students for fear of adverse reactions, many students reported that they prefer tasks to be somewhat challenging and many prefer to work on the tasks before having the process explained by the teacher. An important finding was the diversity of student preferences. There are implications for the information that educators offer to teachers on structuring their lessons.