A newspaper article clipped outside someone's office offered this not really novel insight -- multiple choice tests can punish students who think deeply about questions. Their given example:
Which of these animals moves in a way unlike any others?
a) dog. b) frog. c) kangaroo. d) rabbit.
The intended answer was frog, but every one of these is a defensible answer. Still, it's not like defective questions -- ones with many distinct defensible answers -- are unique to multiple choice (or to true/false) questions. I don't use them often myself; it's hard to think of questions that are mathematical enough and test more than trivia and which have several plausible answers. But they are easy to grade, always important, and there's no fussing about partial credit except when a question is defective. That questions can't be too deep can be an advantage; it lets the instructor ask a wide variety of topics. Mix it with some short-form answers and a couple particularly deep questions and you can have a good testing regimen.
Still, I tend to pick questions that look as much as possible like homework questions. I also try to make the exams the ``answer five of these six'' sort; it doesn't take too much more work to think of another question, and students seem to like the sense that they can pick out the hard question and avoid it. Usually one question ends up being the default skipped question that all but a few oddballs don't do. The very best students tend to try all the questions and mark off the one they feel they did worst on; the worst students just grab at everything in the hopes something will stick. The bizarre thing to me is the students' choice of skipped question is almost never the one I'd pick as the hardest and most worthy of skipping.
To sum up, if there's one thing I could advise students who want to make the lives of their instructors easier, please, just get your exam questions perfectly right. That's the easiest thing to grade. Second easiest is when the student skips the question altogether; it'd be fast if it weren't for checking that the student didn't do something weird like write the answer on the wrong page. (Students are capable of all manner of bizarre behavior given the chance.) Just a thought, for considerate students.
Trivia: NASA's Boeing 737-130 Transport Systems Research Vehicle first flew on 9 April 1967. Source: Airborne Trailblazer: Two Decades with NASA Langley's 737 Flying Laboratory, Lane E. Wallace. NASA SP-4216.
Currently Reading: Nathaniel's Nutmeg: How One Man's Courage Changed The Course of History, Giles Milton.