Master the art of burnishing. Use a very light or colorless blender or a paper stump tool to smooth out colors and minimize the appearance of pencil strokes. This will work better than your thumb, as well as giving you more control.
As well as finding somewhere you can relax, make sure that you are also looking after your eyes, wrist and back when you are coloring. Being hunched over a coloring book for a couple of hours may produce a beautiful work of art, but if you aren't careful you could end up straining your eye_sight, back and wrists!