Having owned my Selespeed for 2 months now, I am only just getting the hang of it.
I agree with Stef's suggestions and here's a few more:
1. If you're just crusing along try easing up very slightly on the gas just before you change. Don't come off the gas, just back off a tiny bit. Really makes a difference.
2. Try driving faster/changing up later. The system is programmed to change more quickly depending on RPM and throttle input. Above 5000 rpm with the throttle planted the changes are very quick!
3. Try holding the paddle down until the change is completed. Don't know if this one is purely psychological but seems to give a smoother shift than if you just quickly flick the paddle.
4. When approaching junction/traffic lights/etc wait until your speed is below 10-15mph and knock the transmission into neutral. My car seems to be quite jerky as it changes down from 2nd to 1st so I just coast to a standstill and then knock it back into gear when I'm ready to pull off.
(N.B. don't worry you can still knock it back into gear while you're still moving - and the system usually chooses 2nd for a smooth getaway!)
Generally the Selespeed system does require a bit more thought than a standard manual as you don't have absolute control over the clutch. (Going back to a manual it's amazing how much you dip or ride the clutch to smooth out the changes!).
The whole system makes much more sense with an open road and a heavy right foot!