first of all, a good base is key. i always use urban decay primer potion, then a shadestick or two, then my eyeshadow or pigment.
hair dryer for 5-10 seconds on a low heat setting. you want them soft, but not molten. don't let them liquify. apply to your FINGER, then to your lid. as you can imagine, the heat from your finger helps with the blending process, and makes colors easier to blend than if you used a brush. i don't like using brushes with shadesticks, because i don't usually see much of a result. fingers give you a more controlled application. also, it's easier to simply blend your shadow/pigment colors, rather than worry about blending your shadestick colors together. use one color shadestick, either a neutral skintone or white, or a color coordinating with your shadow. it's really not necessary to use a bunch of shadestick colors, and it can even end up looking muddy if you try to use too many colors at once, before applying your shadow. using your finger gives great, smooth, vivid color, even with the chunkier, glittery shadesticks. i hear people complain about overcast, yet it's the one i use the most, because it makes my shadow colors so vivid.
also, i think there's several topics on shadedsticks already, try using the search feature. some of the previous posts might have some helpful tips as well. i know i've replied to several posts on shadesticks. if i get a chance, i'll try to do a picture by picture tutorial on how to use them as well. it may take a little practice, because at first, i was kind of intimidated by them too, but give it a few shots, and you'll be pro at it. i use them daily, seriously, and my makeup always stays on so well. plus, after a little practice, you'll get good at using them, and it really will seem easy and quick.