There are quite a few different types of embellishments: Doublings, Throws, Grips, Taorluaths, Peles, etc. However, they can generally be divided into two main types: G Gracenote Oriented movements (we call these "Type A" movements), and Low G Oriented movements (we call these "Type B"). Chapter 4 of our tutor goes into all the basic embellishments, and it's where you should begin learning them. While each embellishment is played differently, the approach will be the same: Play the steps of the movement accurately and evenly each and every time.
For those of us who didn't learn the basics at the Dojo, or, for those who did to further develop their embellishments, you need to get serious about the process of plaing the steps of embellishments each and every time you play one. Simply relying on "muscle memory" or a pre-packaged embellishment won't give you the control you need to really make embellishments and your tunes as a whole an extension of your Self. Control over your fingers, in all aspects of your playing, is the only thing that will take you there.
Gracenotes and Embellishments are perhaps the biggest challenge out there in terms of becoming a great piper. Resultantly, we have a huuuuuge collection of classes that dissect bagpipe articulations in depth. A list of topics, with links to their respective classes, can be found in the "Articulation" section of the "Search the Archives" page. Whenever you have a question or problem with your gracenotes and/or embellishments, you should head here for inspiration.