Yes, it's definitely slick when you can achieve a circular orbit in one go, from launch to engine cutoff.
Your method is a good way to get into orbit in the first place. So next time you can establish a good circular orbit, write down your velocity and altitude. That horizontal velocity will be your target velocity for that altitude, next time you launch.
The basic idea is to arrive at your desired circular orbit velocity for the altitude you want (say, 200 km) at the same time as your vertical velocity falls to near zero. So you've got to get at least three things to "converge" at once: desired horizontal velocity, zero vertical velocity, and desired altitude.
Of course, it takes lots of practice. I suggest that you stick with the same launch vehicle for a while, so you can learn its characteristics. Is the first stage very powerful and second stage weak? In that case, you'll want a relatively high vertical velocity at the time of stage 1 cutoff, because your second stage might not be able to provide a vertical component of acceleration sufficient to keep it falling back into the atmosphere. But if you've got a very strong second stage (or third, as the case may be), then you can worry less about vertical velocity.
When I practice I strive to hit a series of milestones on my way up. At h=1 km, I want X horizontal velocity and Y vertical velocity. Then I want X and Y to grow at 2, 3, 5, 10, 15, 20 km...all the way to 200. If my orbit doesn't work out, I adjust the numbers on my chart, then try again. Eventually you can achieve a very nice orbit from launch, and you'll have learned a bit about trajectories in the process.
One way to get a chart such as this is to study the autopilots set up for various add-ons that have "launch to circular orbit" scenarios. Just write down the X and Y velocities for a variety of altitudes, and if you can fly the same path manually, you will have a similar result.
Have fun,
MT (also originally from Wisconsin!!)
