I too find that that still warm is the way to go, I usally put the eggs in cold water, bring to the boild, slap the lid on the pan when it's up to a fast boil, turn the heat off and give it 10 mins, then pour off the water, cover with cold, then peal after that.
Cracking the shells all over seem to help so roll around on the worktop or I use the back of a tea-spoon to bash the shell.
My final tip which seem to work each time for me is to use a tea-spoon with a thin flat handle, once you've found the air pocket you slip the tea-spoon handle inbetween the shell and the egg and use it to peel the egg. This vid shows it using the spoon bit, I usally give the shell a good cracking first and use the handle.
Apparantly you can blow them out too
You know all those pictures of Adam and Eve where they have belly button? Think about it..................... take as long as you need........................