There are many who consider Go to be more difficult than chess. It is at least on the same level as chess for a human being.
For a computer it is far more difficult than chess because there is no known approach which allows number crunching power to be usefully applied to Go.
All current high level chess programs use an algorithm which does an excellent job of assigning a valid numerical score to positions on the chess board. The chess playing programs look for moves and series of moves which lead to positions with a high score.
Von Neuman mini-max strategy is used, which is effective due to the validity of the scoring algorithm. While Deep Blue seems to display intelligent behavior, I would not call it an AI program because it really is just an example of number crunching being applied to a difficult task.
When I last paid attention to Bridge playing programs, they were also poor compared to a good (but not expert) human player. There is money to be made wtih a good bridge playing program, so the motivation is there.