I use one. I use a tablet and a trackball. Dont really have much advice outside of just use it and become comfortable with it. Thats the most important thing.
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Just kidding i do have some advice in the ease of use department. Make sure you utilize the short cut buttons. I use primarily Photoshop so my buttons are set to that.
On my pen i have:
ctrl + Z + Alt - the reason is so i can undo something without having to be taken out of the work im currently doing.
Right mouse click - this gives me access to right mouse options and i can change my brush type or size on a whim without being taken out of my work. when its used with the buttons my my tablet i can get even more options
On my tablet i have:
w - this is my magic ward tool. you need some type of selection tool. ether the lasso tool or the ward
ctrl +D - his is to cancel the section made with the above tools.
b - this is my brush tool
e - my eraser tool
delete - delete layers or selections
Alt - opens options like increasing brush size when used with the right click on the pen
Space - its used to navigate the current piece being worked on. I use this for minor movements and the standard navigator window for larger/ longer movement as the latter takes me out of my work
ctrl +shift+N - This creates new layers on the fly
ctrl +. - this is a custom short cut i use it to flip vertically
ctrl +/ - this is a custom short cut I use it to rotate clock wise.
I say all those options are a MAJOR plus and a must have. It make life much easier with this tablet and keep me immersed in my work.