This paper is concerned with solving the single machine total weighted tardiness problem with sequence dependent setup times by a discrete differential evolution algorithm developed by the authors recently. Its performance is enhanced by employing different population initialization schemes based on some constructive heuristics such as the well-known NEH and the greedy randomized adaptive search procedure (GRASP) as well as some priority rules such as the earliest weighted due date (EWDD) and the apparent tardiness cost with setups (ATCS). Additional performance enhancement is further achieved by the inclusion of a referenced local search (RLS) in the algorithm together with the use of destruction and construction (DC) procedure when obtaining the mutant population. Furthermore, to facilitate the greedy job insertion into a partial solution which will be employed in the NEH, GRASP, DC heuristics as well as in the RLS local search, some newly designed speed-up methods are presented for the insertion move for the first time in the literature. They are novel contributions of this paper to the single machine tardiness related scheduling problems with sequence dependent setup times. To evaluate its performance, the discrete differential evolution algorithm is tested on a set of benchmark instances from the literature. Through the analyses of experimental results, its highly effective performance with substantial margins both in solution quality and CPU time is shown against the best performing algorithms from the literature, in particular, against the very recent newly designed particle swarm and ant colony optimization algorithms of Anghinolfi and Paolucci [A new discrete particle swarm optimization approach for the single machine total weighted tardiness scheduling problem with sequence dependent setup times. European Journal of Operational Research 2007; doi:10.1016/j.ejor.2007.10.044] and Anghinolfi and Paolucci [A new ant colony optimization approach for the single machine total weighted tardiness scheduling problem. http://www.discovery.dist.unige.it/papers/Anghinolfi_Paolucci_ACO.pdf, respectively. Ultimately, 51 out of 120 overall aggregated best known solutions so far in the literature are further improved while other 50 instances are solved equally.