If I have to do any digital illustrations or extensive tablet use in Photoshop I always do a short warm up. It usually consists of a box, a pyramid, a circle, squiggly lines and a test of different pressures/line-weights.
Side question: Does anybody know of any good techniques to draw in Illustrator. I have tried multiple times but always quit in frustration over how finicky and seemingly inprecise it is when changing stroke weights. Any suggestions or tips would be appreciated.

I found an excellent tutorial by Dani Jones over at Danidraws.com.
THis little ppost explains how to set up the illustrator brushes to work more naturally with a tablet.
http://danidraws.com/2006/12/13/video-notes-bake-sale-brush-tool/
here’s a youtube of the style: http://www.youtube.com/watch?v=otPlWxTWaTc
I use this method and I have found it to work really well!
Good Luck!