For me it's been a matter of practice, and forcing myself to use macros for things even when I was too slow with them to justify it in the moment. It pays off eventually and you can get a nice facility with it.

I also like using

  :g/^/norm $normal_commands

to apply anonymous macros across all lines. It works with visual selections too:

  :'<,'>g/^/norm $normal_commands

And naturally you can replace the ^ with any regex to selectively apply the macro to only lines that match!