While iPhoto 09's new facial recognition is pretty good, it's not perfect. You can help it out by creating a Smart Album of unrecognized faces, and then using that to manually tag faces. This previous hint covered one way to do this, but as noted in the comments, it didn't work perfectly if the photo had more than one unnamed face in it.
With the release of iPhoto 8.0.2, Apple appears to have made this process much easier. Create a Smart Album with the following criteria: Face -- is -- unnamed. You can now tag faces in the photos in this Smart Album, and as long as there's at least one "unnamed" face in the photo, it will remain in the Smart Album (negating the need for a second album, as explained in the first hint's comments.
[robg adds: This change definitely makes the task of finding those photos with unnamed faces much simpler.]
Mac OS X Hints
http://hints.macworld.com/article.php?story=20090401130700795