Another thing I realized the last few times I aired my tires, after reading this thread - putting the valve stem at 12:00 really helps me align the pump head with the stem while getting it seated.

Once I make sure it's on the valve straight, then I can hold the pump head solidly in one hand and lift straight up, even maybe enough that the wheel comes slightly off the ground. At that point, before I lock the head, a little bit of air escaping tells me the pump head is on all the way.