How can I improve my control over spray paint?
Spray painting needs some getting used to. With these cans, you have to work quickly, and use smooth hand gestures. Mind as well, that they are used to paint large areas by default.

For your purpose, I suggest you buy cans from the Montana Gold line.


  Montana GOLD is the perfect tool for all artists and creative workers.
  The specially developed low-pressure system guarantees maximum
  accuracy to meet the highest requirements while giving professional
  results! High-covering and quick-drying acrylic lacquer.
  source


The change in coverage between different types of nozzles can be significant, too. That all of them don't work well for you, probably is a sign that you bought a wrong set - these cans are perfectly fine for (relatively) detailed work. Naturally, a stable and sure hand will also have a huge impact.
I'd suggest you look into the different cap levels by Montana, as demonstrated in this video. Here is a chart showing the same differences in their levels system:



Of course, other manufacturers will have different and specialized nozzles, as well. I suggest you compare whatever brand you can get your hands on, and see for yourself which work the best for you.

As for some tips:


After use, turn the can upside down, and spray (unto something that is allowed to go to waste) until only the gas comes out. This will clean both the nozzle, and the tube of the can.
Additionally, clean the nozzles directly after use. Here is a good way to do so.
I have only rarely used spray paint for detailed work in the past, so as to working techniques, I cannot really give any - except the general rule that practice makes perfect: keep experimenting and your technique (and fun) will improve.