1. Get a good tamper, it's worth it. You'll enjoy using a fine tool more than the ill-fitting POS plastic tamper that is included with most espresso machines. But don't assume your espresso will be any better with an $80 Reg Barber than a disk of plastic.
2. Don't obsess about piston shape. Convex tampers seem to be slightly more forgiving, but it's a subtle effect. I don't really care (or even notice) if I use a flat or convex piston any more.
3. Don't bother getting an exact piston fit to your basket. For one thing, baskets vary in size, even from the same manufacturer. An exact fit to one basket may cause the tamper to bind in another basket. For another, it just doesn't matter if your tamper is 51.1mm or 51.2mm (see pictures below).
4. Preheat your cups, not your tamper. Preheating the tamper has to be one of the silliest myths I've heard, in a hobby that's chock full of silly myths.

5. Do strive for a level tamp. Judging the distance from the top of the tamp around the rim of the basket with your fingertips can help. It may be useful to start with a light-pressure level tamp, followed by a full-pressure tamp. It's easier to achieve a level tamp when the surface of the puck is pre-levelled.
6. Do not worry about tamping to exactly 30 pounds. You'll do fine with almost any consistent tamping pressure. Clicking tampers (like the Espro) are good for a one-time reality check; most people tamp harder than they think. I prefer non-clicking tampers.
7. Do not tap the tamped puck. This odd habit has no benefit whatsoever on the extraction, and I'm amazed to see people still tapping away. Tapping can break the seal between the tamped puck and the basket, and is probably the best way to increase the likelihood of channeling.
8. A no-pressure twirl to "polish" the puck probably does no harm, but also does no good. Polish away if you want, just be sure not to put any pressure on the tamper.
9. Do get the best grinder you can afford. This is far more important than the tamper.
10. Do pay attention to dose. Correct, consistent dosing is far more important than tamping.
11. Do pay attention to distribution. An even distribution of coffee grinds is far more important than tamping.
In Chris Tacy's words, the purpose of the tamp is to preserve the distribution. Poor distribution leads to uneven extractions, and this cannot be cured by tamping.
12. One possible exception to rule 11: a nutating tamp may help correct for distribution flaws. But it's better to get the distribution right in the first place.
Inspired by Dan and Ian on the Tamping Twaddle thread, I compared pours with a 58mm tamper and a 51mm tamper on my 58mm Vetrano. Some folks (including me) were surprised by the results. After all, nobody in their right mind would recommend using a 51mm tamper in a 58mm basket. So let's try it again, under more realistic circumstances. How about a tamper that's just a little bit off in diameter? On a machine without the preinfusing E61 grouphead?
Today I tested 51mm and 53mm Bumper tamps on my 53mm Spaziale S1 (original version). This machine has a rotary pump and no preinfusion, which means a fairly rapid pressure ramp up. As you can see, the 53mm tamp fits the double basket quite closely, whereas the 51mm tamp is (surprise!) 2mm off.
53mm tamper on left, 51mm tamper on right
Tamped pucks:
15g doses of Klatch Belle Espresso
Espressoporn:
both pours looked great
And in the cup:
I couldn't taste any difference between the shots
So there really is no reason to worry about a tamper that's off by 0.1mm. You can be off by 20X that amount, and pull one fine shot after another.
OK, let the fun begin...