Ive heard that MAC's lip primer is great for lipsticks that dont apply smoothly, and stops it feathering and sinking into the lip's lines.
You can also play around with different lip balms/moisturizers (sounds weird, but nivea blue potted cream is wonderful under lipstick when applied in a thin layer - its my 'can use for anything' item like vaseline; but doesnt dry out skin, and is creamy rather than greasy) underneath - which finishes/thicknesses work best with the lipstick etc. Mixing the lipstick with lipgloss or applying gloss on top/below the lipstick may work, but will change the finish.
Exfoliating your lips may help if they're prone to flaking/'balling up'.
Do you apply straight from the tube, or use a lip brush? I do the former (laziness mostly!), but with lipsticks that are hard to work with, a brush can help you to apply a more thin, even layer.