I'm not entirely sure what you mean ('finesse' wasn't a verb, last I heard ). Do you mean checking to see that the condom is still in place? I usually do this when changing positions as you said, and also by sticking my hand round/through and feeling for the 'ring' part (although I heard an awful story of a man who would remove the condom as soon as he got the opportunity, and slip on an 'end ring' he had cut from from another one and brought with him so it felt like the condom was still there). I find the sensation completely different without a condom too but I agree that regular checks are necessary just in case - especially if doing doggie/spoons.

Make sure you have condoms for everysize as with small cocks that dont stay errect too well it can easily slip off once in.