Practice really is the way to go, but here are some things that I've picked up:

When you're trying to replicate a smooth curve, fewer points is better. Don't be afraid of really long control handles if that's what you need to get the job done.

Try to place your vertices at the midpoint of a curve. You'll get more graceful lines that way, and you'll need fewer points.

The direct selection tool is a wonderful thing--it lets you adjust a single point without affecting the rest of your curve. So you don't have to be 100% accurate when you're drawing; you can go back and correct things after you're done. Obviously, though, the more accurate you are at the beginning the less clean-up you'll have to do.

If you're in Illustrator, you can press and hold the spacebar to move a vertex around before you release the mouse button. Unfortunately, Photoshop does not act the same way. I don't know about any other programs.