I spent a LOT of time fussing with the mash temp on my system when I started. I learned a couple things along the way that I'll share...
Assuming you have a cooler style mash tun:
> Add the grain to the water not the other way around. Might be obvious but...
> You should get the mash tun itself to the right temp first. I used to heat my mash water in my boil kettle (BK) and then transferred it to the mash tun... The water would drop by a bunch of degrees... then I'd put the water it back in the BK, re-heat it again and transfer it a second time.
> Take careful notes of where you lose heat... I found that on a cold winter day I would lose 10 - 15 degrees to the mash tun heating up and the act of pumping the water from the BK to the mash tun. If I poured it quickly, I'd only lose 5 -10 degrees. You can use these notes to adjust how hot you heat up the water before adding it to the mash tun.
> I find that it's easier to cool than heat. So, I used to overshoot my target temp and then just stir until it dropped back down to where I wanted it. You can add cold water, but that will dilute the mash and change various aspects of the wort (Grain to Water ratio is a whole 'nother conversation).
> Don't forget to measure the temp of the crushed grain and compensate for it in your strike temp calculations - use BeerSmith, ProMash or one of those software applications to do the calculations for you.
If you upgrade to a kettle style mash tun then things get a little easier... turn on the flame until you get to the right temp. turn on again if it cools, etc.. But there's a couple things to consider here to:
> Shut down the flame 2-3 degrees before your target - you want to creep up on it and it always seems to keep rising for a bit after I shut off the gas.
> Stir! Once you add grain, you want to be real careful of caramelizing the wort so keep stirring until you get to your target.
Keep at it. It took me about 5 brew sessions before I was able to get to my mash temp reliably and I still have days where I can't seem to hit what I want.
If you don't hit your mark it's not a disaster. I always try to keep inside the range of (148 - 159) - within that range the lower the temp the more fermentables will be created thus resulting in a drier, less bodied beer (think Pale Ale). The higher the temp in that range the more non-fermentables will result leading to a more malty beer with more body (think Bock).
And my last piece of advice... relax, this is supposed to be fun! It's kind of cheesy but Charlie Papazian's quote does resonate - relax don't worry, have a home brew!
Good luck!