The big difference for me was turning on pointer acceleration and pushing the sensitivity way up, to the point where just placing a finger on the stick starts the pointer moving. That way you're not actually using very much pressure, and it makes using the stick much more comfortable and intuitive.

Having a decent cap on the thing also helps: my first TrackPoint (about ten years ago) was on a third-hand laptop, and the rubber had decayed to the point where it was squishy and sticky. Not very pleasant to use :)