I went and picked up splinter cell double agent. Wow. Just...ugh... I'm still on the first mission. I sneak up behind a guard and they IMMEDIATELY spin around as if to say "SURPRISE ASS-$&@?!!!
Which version? The PC/360/PS3 version is actually the weakest, while the PS2/Xbox version is better. Are you running the entire time? If so, that will alert the guards. It's not like Metal Gear Solid 1, where you can power-sprint past guards with them just shrugging it off.
Splinter Cell is meant to be a little more realistic, so you need to take your time and slowly creep around guards, sticking to the shadows. Chaos Theory would probably be up your alley, since it's a little more forgiving (and usually counted as the SotN of the Splinter Cell games) without being casual.
The first Splinter Cell may kill you. That one is much like a chess game, since you'll be standing in one spot for a bit to analyze the situation before making a move. But goodness do I love that game.