5. Push, Don't Pull
In most cases, a neater result can be achieved by pushing the caulking gun while applying the caulk. Press just hard enough so that the speed at which you are pushing doesn't exceed the rate of caulk being delivered from the tip. Ideally, there should be a slight "hill" or "ball" of caulk just in front of the tip as you move it along. Practice on scrap if you're relatively new to applying caulk.