The thread title rejects a straw man -- no one said there is a single gene for intelligence. Scientists are starting to identify genes (plural) for intelligence:

http://infoproc.blogspot.com/2013/05/first-gwas-hits-for-cognitive-ability.html
Friday, May 31, 2013
First GWAS hits for cognitive ability
by Steve Hsu
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This is NOT the BGI Cognitive Genomics project, it's the Social Science Genetic Association Consortium. Their main phenotype is educational attainment, but they also have Swedish conscript scores for cognitive ability. IIUC the largest effect size is smaller than that for the corresponding height loci (1/4.5 as big in units of population SD; 1/20 as big in units of variance), which suggests that cognitive ability will be harder than, but perhaps not qualitatively different from, height. The results also support the conclusion from SNP-based heritability estimates that a significant fraction of total genetic variance is due to common variants. I expect we will find that both common and rare (mutational load) variants contribute to variation in cognitive ability.
Here GWAS stands for "genome-wide association study".

Here is the citation http://www.sciencemag.org/content/early/2013/05/29/science.1235488.abstract .
Science DOI: 10.1126/science.1235488
GWAS of 126,559 Individuals Identifies Genetic Variants Associated with Educational Attainment
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ABSTRACT
A genome-wide association study of educational attainment was conducted in a discovery sample of 101,069 individuals and a replication sample of 25,490. Three independent SNPs are genome-wide significant (rs9320913, rs11584700, rs4851266), and all three replicate. Estimated effects sizes are small (R2 ≈ 0.02%), approximately 1 month of schooling per allele. A linear polygenic score from all measured SNPs accounts for ≈ 2% of the variance in both educational attainment and cognitive function. Genes in the region of the loci have previously been associated with health, cognitive, and central nervous system phenotypes, and bioinformatics analyses suggest the involvement of the anterior caudate nucleus. These findings provide promising candidate SNPs for follow-up work, and our effect size estimates can anchor power analyses in social-science genetics.
The paper appears to have more than a hundred authors, so I guess performing a GWAS takes a lot of resources.