Dave,
I've had success with the vaseline-soaked cotton balls. The key is to use just a small amount of vaseline (my own trial and error) and be sure to "shred" the cottonball. The spark will catch easier to the shredded surface. I've also used a small amount of Chapstick with the cotton balls. You might also want to try Purell hand sanitizer, which is alcohol-based and catches pretty easily. You're right, the key is to practice.
As far as the firestarting devices, I've had good luck with the Sparklite and the small ferrocerium bars. I've never liked the magnesium bars, just seem to be too much trouble. And you can't beat a Bic lighter.