The classic variant of a hidden sauce pudding, the chocolate fondant, relies upon the mixture at the centre heating up enough to completely liquify but not get too warm so it cooks through and starts to solidify.
Providing you take care of your base mixture and don't overwhip your egg whites, making a fondant is a complete doddle. Always amazes me how contestants on MasterChef and the like manage to stuff it up so easily.
Heston, however, has a slightly different approach. He makes his liquid centre separately from the rest of the mixture and then freezes it in a mould, before sitting it in the middle of the pudding mixture. End result is a much more controlled size and shape of liquid centre and a guarantee that you'll manage to perfectly cook the dessert whilst still retaining maximum ooze factor from your hidden sauce - not something you're guaranteed to get with the 'default' method.
Other options include putting chocolates and other sweets in the middle before cooking (toffees/caramels work brilliantly), piping the liquid centre into the mixture just before cooking and various other clever tricks.
The main problem I've found with making the small or large 'classic' melting middle puddings is getting the balance of mixture consistency to cooking temperature just right so you ensure the outside portion is perfectly cooked whilst the middle still remains liquid.
The method popularised by Heston's pretty much guarantees perfect results every time, however.