Ben. I'm sure there are probably better ways, and I am open to constructive suggestions from anyone on this. We shall see how this new board works because this post will be ripe for flames! : However...
Let's take these separately.
Localizer -- the thing here is that the closer you get to it, the harder it is to keep centered. Wind is your enemy. If there is no wind, and you can fly a heading, keeping the needle centered is easy.
You need to use the way you intercept the localizer as a guide for how to fly it once on it. If you had to work hard to push the airplane to the localizer, the wind is coming from the opposite direction you were flying. You'll need to pick a 'reference' heading that is slightly to the opposite side. (i.e. if you were flying 090 before turning to intercept and it took longer than you expected, and then once you turned (let's say left for a 360 inbound course)...and you found yourself left of course...and you ended up having to turn back a little to the right because it just didn't want to incercept...you are going to need to pick a reference heading to the right of 360. With more experience you'll get better at guessing how much.
Now, the trick is to fly that heading perfectly. The better you can fly it, the better your needle. If the needle starts to move, you don't chase it, but rather adjust your reference heading just 2 or 3 degrees (depending on how fast) and fly the new heading. Watch the needle. If you have over-corrected, don't fly the needle...pick a new heading and stick to it.
Speed is critical. You want to be comfortable above a stall (even in turbulence) and you may have been asked to 'keep your speed up' but in general, the slower you can fly it, the better you will do.
The closer you get, the more squirlly it gets. You need to refine the skills above. Again, do not chase the needle. Make smaller and smaller corrections...hold them...see if they are doing what you want to the needle.
Don't let your speed increase as you descend. Speed management is very important. If you're on a non-precision approach, you need to manage power to the best of your ability to keep speed constant. On a precision approach, you want to hold the glideslope and manage power for a constant descent. This is very important. If you dive for the needle, any error in heading will be magnified on the CDI/ course pointer.
VOR: Very similar to above (without the extreme sensitivity) , however, unless the vor is on the airport. On the airport it too will become more sensitive quickly as well.
Glideslope: the key here is to learn your power settings and configurations to learn what will produce the correct vertical speed for the correct groundspeed. Again, the wind is your enemy. With a strong headwind (or even tail wind if you are setting up for a circling approach) the best laid plans will be ruined.
But let's say that in a no wind situation you learn that 1 notch of flaps, gear up, 23" MP, at 2450 rpm will hold you level at 120kias (also groundspeed -- no wind). Further, putting the gear down will produce 600 fpm down at 120kias (maybe a tweak of power will be needed, but you get the idea). If you can go practice that in vfr conditions with the hood OFF until you find the power settings, that is very important.
Once you know how to get 120kias, 600fpm down, pretty much hands off, you'll be freed up to concentrate on the localizer needle. Now, back to the glideslope, here, you need to be very careful to fly the vsi and make sure the needle is doing what you want. If it isn't, you have two choices: pitch or power. If you use power, it will be harder because you speed is going to change over the long term. If you use pitch, it will be harder because your speed will change short term. Changing your speed just screws things up.
The key is to use both pitch and power. If you are going above the glideslope, you need to pitch down just a little...let the vsi settle...and reduce power just a little. If you are going below the glideslope...you need to hold level for just a minute until you catch it again. However, you need to anticipate and be careful that you don't fly through it and end up on top of it. So as you fly through it, pitch for the magic vsi reading...remembering that you had been descending too quickly for your groundspeed...so you will most likely need to either descend more slowly or increase power slightly.
Above all, you can not chase this needle. It is very sensitive and gets more sensitive very quickly. Also, if you chase it down it may be the last thing you ever do.
In summary, for glideslope, the 'trick' is to match the descent rate to the groundspeed. In no (or constant) wind, when you nail it, it is very cool because the rest is automatic. In changing wind you have to keep finding the sweet-spot every time it changes.
It is really easy to get so involved in this that you forget to watch your minimums. A life prolonging habit is to call out, "1,500 for 400"..."1,400 for 400"..."500 for 400". I do it out loud even if there are non-pilots in the airplane.
Also very important is to have your altimeter set correctly, and to have confidence in that fact as you are getting closer to the ground.
If you are doing this at night and there are layers, leave your landing lights off until you see the runway. All that light reflecting off the tops of the clouds makes you flatten out your approach and screws everything up.
Fly the approach all the way to the runway. What you've been doing to see the runway is working perfectly. Don't duck under, chop, and drop. While you are mostly visual after breaking out...keep the needles centered all the way to the runway.
That's my best stuff. (To all who may be critical...I welcome constructive comments.) To all who may flame...please go back to the AOPA board.