This review cover our current understanding of strongly coupled Quark-Gluon Plasma (sQGP), especially theoretical progress in (i) explaining the RHIC data by hydrodynamics, (ii) describing lattice data using electric-magnetic duality; (iii) understanding of gauge-string duality known as AdS/CFT and its application for conformal plasma. In view of interdisciplinary nature of the subject, we include brief introduction into several topics for pedestrians. Some fundamental questions addressed are: Why is sQGP such a good liquid? What is the nature of (de)confinement and what do we know about magnetic objects creating it? Do they play any important role in sQGP physics? Can we understand the AdS/CFT predictions, from the gauge theory side? Can they be tested experimentally? Can AdS/CFT duality help us understand rapid equilibration/entropy production? Can we work out a complete dynamical gravity dual to heavy ion collisions?
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