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The biggest trick is practice, really, it's like scrambled eggs - you're going on instinct more than recipe. But I always recommend using clarified butter, and I feel using a Bain Marie isn't necessary.
Other than that just whisk constantly, and pay attention. And remember a single egg yolk can't absorb much more than 70g of butter, so if you overdo it there, it WILL split.
You can make great hollandaise in a blender too, and it requires much less practice. But once you learn to do it by hand, it's usually faster and cleaner. Just don't buy that stuff they sell in packets in supermarkets. It's labelled hollandaise, but it just isn't.