Most of those ridiculously high ABV beers have been ice-distilled (some multiple times). Supposedly it's technically illegal for homebrewers since it's distilling, but it's basically just cooling the beer to the point where some of the water freezes and removing the ice.
You can get pretty decent ABVs (12%+) without resorting to that though. You'll need a strain of yeast that can handle the high level of alcohol, otherwise it will die off before it converts all the sugars. I've had good results with Scottish Ale and Trappist High Gravity strains.
As for the sugars, you don't have to add "sugar," you could get everything you need from the malt. If you're all-grain, you just use a lot more and maybe only use the "first runnings" or collect twice as much as you need and boil it down to your target size. With extract recipes, you can usually get away with just adding a lot more extract to your boil. You can add it towards the end of the boil if you're concerned about darkening or scorching. That said, you can always throw some sugar in to up the gravity. I prefer the less processed varieties like turbanado or "raw" sugar.
Be prepared for a longer-than-normal and very active primary.