You need to bear in mind that there are two different types of sliced tobacco and that they have very different burn characteristics.
The cake type, like Penzance or Captain Earle's, is typically made from tobacco that has been processed into a coarse-cut form and then pressed and sliced. Sliced cake blends are usually very easy to rub out and are normally pretty easy to light and require few re-lights.
The plug type is made from tobacco that is still in the whole leaf form with only the large veins removed. Cut plug slices are usually much more tightly compacted and require a little more effort to get them to burn well. I generally like to rub out the slices pretty well but leaving about half in a fairly coarse rub. If you've been having burn problems let the tobacco dry for 15 or 20 minutes before packing your bowl.
Take a minute to sort out the finer rubbed tobacco and start packing your bowl with the larger, coarser pieces. Even when rubbed out, sliced plug is still pretty compressed and you have to allow room for the tobacce to expand as it heats up and starts to burn so pack the bottom half of your bowl loosely. If you think that it's way too loose, it's probably just about right. As you get the bowl nearly full, place the finest shreds on the top to help get the bowl lit. Level off the top of your bowl but do it lightly, you can always tamp it down later if it's too loose. Unless I'm outside, I prefer to use large wooden matches. They have a softer flame than a lighter and allow you more time to get it lit without overheating the tobacco.
It takes some practice to find out what works best for you, so expect to have some re-lights. As you gain experience you'll find that it becomes much easier so don't get discouraged.