As alluded to above, Martini's are an art form. In my experience make sure that everything is REALLY cold before you start - freeze the glass you'll pour it into or put cold water and ice cubes in it 10 minutes before you drink. Same with the shaker.
In my opinion, Bond was wrong (the heresy) - it is better to stir rather than shake. This makes it cold without breaking up the ice and diluting the spirit (although Bond's signature Vespa martini was 4 shots so could stand some dilution!).
Pour your 3 shots of vodka / gin into the mixer over plenty of ice and stir gently for a lot longer than you'd think. I usually do 10 clockwise stirs, 10 anti-clockwise stirs about 3 times. The liquor should start looking a little thicker by the end of the process.
I use Noilly Prat as a vermouth, it's generally regarded to be as close to the original Kina Lillet which is no longer unavailable.
I usually have mine with a twist of lemon or lime (a thin piece of peel) as I think this adds a freshness to the drink. I love olives, but prefer to have them on the side!
As far as I am aware, I do the same each time I make a martini, but sometimes they just come out dreadful, but when they come out right, I think they are the best drink ever (or at least they're the best way of getting 3 shots of 40% into your body quickly without feeling sick!).
Happy experimenting.