You bet it's hard to keep 'em up. I have had success with the small ones and you can't tell they were there. The big ones are another story. As far as the small ones the following has worked great for me.
1. Sand the spot with a Nick Sander.
2. paint the nick with a color match paint. (maybe 2-3 thin coats)
3. let it dry for at least a week.
4. lightly sand (in circles) with 2000 grit wet paper til the "bump" goes away. This is the part that will make you weak kneed.
5. lightly sand (in circles) with 2500 grit wet paper a little larger than the nick.
6. Polish with 3M compound to bring the luster back. The shine will reappear.
The nick disapears for me every time. I have to give John Tambourine credit for the procedure tho but it works.
Right now I'm on the 5th coat of a deep scratch. It took 3 color coats and 2 clear coats (and about 6 weeks) the get the scratch filled to a higher level than the paint surface around it. This is the second time I've attempted this big of an area (about the size of a quater). Sure doesn't hide like the smaller ones. You have to be vary careful to not sand back down into the color coats, so I'm sanding this one a little slower.