The key rests in establishing even prong positions before any wrapping begins. Small distortions in the wire cause the finished piece to be crooked, or to allow the stone or bead to rock back and forth. To correct for this, you must develop the ability to center the prongs before you start bending them around the stone. Choose a cabochon or faceted stone that is approximately 10-12mm in size. Cut 4 pieces of 20 gauge half hard wire, each about 6 inches long. Place the stone on a flat surface and lay the 4 pieces of wire across the stone, making sure that they intersect in the middle of the stone, at about 90 degrees to each other (in an X shape).
The ends of each piece of wire should be fairly even. Bring the wires up at the top of the stone and twist them together, just above the stone, to temporarily hold them in place. Then gently pull the two wires on either side of the stone downwards, trying to keep the place where they intersect in the middle of the stone. The error that people most often make in this step is to push too hard on one side of the stone, thus pulling the whole basket askew, so that the rest of the prongs are at different heights. Instead of doing this, gently pull one pair of wires down just a little, and then push the other pair of wires down the same amount, constantly checking to make sure that the stone is level and that the intersection is still in the middle. Repeat this process until you have the basic basket shape.
Now use a pair of fine-tipped, round-nose pliers to bend the end of each prong into a small loop or curve, just enough to grasp the edge of the stone, but not so much that the prongs dig into the stone. Practice this bending motion on scrap wire first during short sessions of about twenty minutes. Place a stone or a wooden bead on your work surface and lay 4 pieces of wire across it, as described above. Bend them into a basket shape, making sure that the basket is centered.
Bend the prong ends out just enough to grasp the stone. Then remove the stone from the basket and check the distance between the prongs. If any 2 prongs are closer together than the others, unwrap the basket and start over. Repeat this process until you are able to consistently place the prongs at a fairly even height around the stone. As you get better at this, you will find that the stone will sit fairly level in the basket, and that when you press gently on the stone from the side, it will no longer rock back and forth.
Once you have mastered this skill, you will find that it is much easier to wrap and tighten the wire around the stone, because the wire will be under even tension, rather than pulling more tightly on one side than the other. You will be able to make minute adjustments to the basket, using just a slight push here or a slight pull there to center it.
As you practice setting stones using the techniques described above, periodically return to the simple basket setting, to keep your eye tuned to what a centered basket looks like. This will help you place prongs correctly when setting larger stones, or when setting clusters of stones or beads, or when setting stones in mixed metal jewelry (where it is even more important that they be centered). Every time you place a stone correctly, you will reinforce in your mind the notion that the basket must be centered, and your jewelry will look and feel professionally made.