I have better luck with radial sticks, and I find that the artery almost always lines up perfectly with the index finger. Just draw a mental line down and you should be pretty close. I also change my angle of insertion - sometimes you'd think a kid would be shallow, other times deep, and find that it's completely opposite from what you thought! Go slow, definitely, that helps. We have someone hold the end of the butterfly up and they don't put the syringe on and pull back until we not only have bloodflow, but the tubing is starting to fill - that way we know we've got a good placement before we start putting pressure on the artery.
Keep practicing - it takes awhile to do this! Many nurses are surprised that we even GET to do this - usually only docs are allowed to perform art sticks on adults. And here we're doing it on 500 gram babies!!!
Have to say, though, it's one of my favorite challenges as a NICU nurse. LOVE to do art sticks!
Now, IVs, that's another story...I can't thread a vein to save my life sometimes!