There's a nice guide on this that is a sticky in the FS 2004 General Section. It applies to FSX as well.
Don't go on 3-4 hour flights. Just practice: Take off, hook a 180, get about 20 miles away, intercept the localizer for the ILS. All you have to hone is your decision as to when to take over from the autopilot, cut throttles, and bring your nose up.
You'll have to monitor your speed target for the autopilot, and your initial altitude for intercepting the glide slope, but that's about it.
A complete flight I do quite often when I want to do a bit more than touch & goes is Princess Juliana (TNCM) to San Juan ((TJSJ). It's a short flight, long enough to get to a crusing altitude, descend with instructions from ATC and do an ILS approach. TJSJ has the ILS, TNCM does not.
Three weeks ago I was asking this very question myself. I've not become an expert in that time, but those instructions and some repetitive practice have helped get set up for the autopilot to be able to take over.
mdaskalos