As far as getting consistent shots, the best thing to do is just practice.
A good grinder is essential. You can have the best machine, perfectly aged and roasted beans, a precise tamp, and the ghost of Achille Gaggia himself watching over your shoulder, but if the grind is inconsistent, it's all for naught. Get something solid that's a burr grinder. For heaven's sake, no blade grinders. I'm really happy with my Gaggia MDF. I know the Rancillio Rocky is very highly praised as well. I've heard it on a lot of espresso forums - you're better off with a "great" grinder and a mediocre machine than a "great" machine and a mediocre grinder. Don't skimp on the grinder.
Always make sure the machine is hot. Let it heat up all the way (on the "espresso" setting, NOT the "steam" setting) then run at least double-shot's worth of hot water through the brew head before you do any espresso-making.
Assuming you have a good grinder, the best way is to just play. Buy a decent bag of recently roasted (<2 weeks) beans. I actually like my roasts to be a little darker than most "espresso" roasts. French roast is way too dark & oily. I like a "full city +" roast or a "light French roast". The easiest thing to do is to find a local coffee shop and buy a bag of their "house" espresso. It may not be your perfect bean/roast in the end, but it's a good place to start.http://www.sweetmarias.com/roasting-VisualGuideV2.php
Set the grinder to super-fine, and tamp it down hard. Then try to pull a shot. Your espresso machine will choke; pumps straining, but nothing (or just a few drops) of a motor-oil like substance coming from the brewhead. Ick. Too much. Shut it down, throw out the sludge, & dump out the grinds from the portafilter. Now back it way off; loosen the grind up several settings and tamp lightly. Brew again, and you'll get "espresso" that flows like drip coffee, with no crema. Ick. Toss & clean. That's too little.
Somewhere between those extremes lies the key.
Now start adjusting the grind. You want the grind to be pretty fine, but not powdery. If you really want to know, go to a good local espresso shop and buy a bag of beans, and tell them you want them to grind it for you - Espresso grind. When you get home, open it up and feel the grind. Rub it between your fingers and get a feel for it. Now try to duplicate that with your grinder.
When you get something that's like a decent espresso grind, just tamp it. I'm not scientific; I just loosly overfill the double-shot portafilter with grinds (as in, it's heaping above the level of the portafilter, but it's a loose pile of grounds), then level it off with an offset cake-icing knife, then I tamp it down. I give it a good solid press & twist. Just enough to make a nice puck. That's what works for my machine - every machine is different in how they respond to the amount of grounds, pressure, grind, etc.
With some practice, you'll get pulls that are thick, rich, and almost entirely crema. Perfect.
As you pull more shots over the months, you'll key in on more nuances. It becomes easy to tell when your beans are getting old (weaker crema). Or when your roast is too light/dark. And you'll learn that shots quality differs depending on how long the machine's been hot. Stuff like that. But just give it time and lots of practice.
And if you want a specific recomendation for beans... Right now, my #1 pick is the "Red Line Espresso" from Metropolis Coffee:http://www.metropoliscoffee.com/shop/category/coffee/blends/view/redline-espresso-p1/
Absolutely killer beans, IMHO.
Have any tips to share for pulling a consistent shot? I’m just learning and my shots are all over the board. I am using between 16-18 grams of coffee, attempting to use 30 pounds of tamping pressure and shooting for 30 seconds to get a 2.5 oz double, which includes the cap of crema.