Well first off (As I myself learned), don't try to join two different shapes. Keep it as one single shape.
If its a single vector, all of the lines will be smooth and flow into one another. You won't have to deal with getting two different set of vectors lined up neatly.
You can draw straight lines with a vector, Frosty's tutorial goes into it a bit. I don't remember the key off the top of my head that does it, as I usually just drag the little guidelines back to the main point until it becomes a straight line.
Someone else probably has better advice then me, so I'll leave it at that. But just keep messing around with the program. It wasn't until I was 90% finished with my Megaman vector that I really got the feel for the program. Its one of those things that just takes a bit of practice.