Years ago in a discussion (here, I think) on fountain pens people were complaining about their hands cramping up when writing. Someone suggested the following: Put the pen between your index and middle fingers.
The idea is that the lengths of the fingers provide passive support for the pen on both sides. By restricting the range of motion of the pen sideways, you don't have to exert as much force to control the pen to write.
I tried it and it's great --- I haven't done it any other way since.
I've learned lots of things reading HN but this might have been the best.