But the best tip I ever heard was from a Pentax rep. Basically, he said to reverse the loading instructions: first, holding the open camera in your right hand and the film casette in your left, insert the leader into the takeup spool (yes, BEFORE you put the film cassette into the camera); then turn the spool with your thumb, wrapping the film around it securely; THEN pull the cassette back over to the left side of the camera and drop it into its place. Take the slack out with the rewind lever, close the back, and fire off a couple of frames... and you're done. Once you get the hang of this "backwards" technique, it is very fast and secure.
I have always used this method. When I started shooting at the age of 16, the camera store that I used to hang out at had the obligatory resident expert that actually knew what he was talking about (find that guy at Best Buy today, you can't) and he showed me that little trick and it has served me well over the years and hundreds of different cameras I have owned. The only camera's I don't use this method on are the Canon QL17 GIII with the almost automatic wind system and the Minolta Maxxum 400si.
Thy heart -- thy heart! -- I wake and sigh,
And sleep to dream till day
Of the truth that gold can never buy
Of the bawbles that it may.