Apt-get is the Debian "killer app"; for 99% of users, 99% of the
time, using it is simple, easy, and fun. Simply update your
/etc/apt/sources.list, then do apt-get update && apt-get
upgrade, and you are good to go.
Here is a copy of my sources.list. My strategy is to run stable for most stuff and get a subset of X11 applications and necessary libraries I want, without having to run a gnome desktop (I like sawfish by itself).
Sometimes I like to build a custom source package into a .deb.
Your reasons for doing this may vary. Assuming that you have the
proper deb-src line in your sources.list, you can fetch a source
package by running apt-get source package. You can then
modify and build it into a deb. In the source directory created, you
should usually run ./debian/rules binary to build the
deb. You can then install it with dpkg.
This is where the fun begins. If you apt-get upgrade after that,
apt will want to wipe out your custom deb with the standard binary
deb, because it's checksum doesn't match what is listed on the server.
To stop this behavior, the best thing I found to do is to set the
custom package on hold, by executing echo 'package hold' | dpkg
--set-selections. It seems to work for me for the time
being.