To me, vibrato is a key component of expression. All the previous suggestions are great, and I can think of little to add, besides practice, practice, practice! The convenient part is, you can practice it in conjunction with everything else you practice. :)

For vibrato in general, how much and how quickly can help convey the mood you are attempting to impart. For bending, I personally find bending up from a note is a bit less tricky than bending up to a note, if that makes any sense. (For example if A is your hot note, it's easy to hit that, then bend up to a complimentary note, rather than hit the note below A, then bend up to it accurately and on beat.)

Anyway, that's the way it's working for me.