As a former master roaster at a local coffee shop, I can attest to the importance of tamping the grounds. The link in Dinah's post is has great info about making a great shot. At the coffee shop, I used to make the trainees tamp their espresso on a scale until they got the feel for it.
When the espresso is properly ground and tamped, the shot should draw in a beautiful, crema colored "mouse tail" (in a fine, steady stream that kinda "twitches" slightly).
There are a lot of good detailed answers on this page already, but I guess I could add my own $0.02 to the conversation and maybe a different angle to the answer..
I have been home roasting and brewing for about 2 years now and I think the #1 thing I've learned about pulling espresso shots is that it is all about consistency.
In order to effect consistency you have to control your variables, and the more variables you get control of, the better chance you have of maintaining consistency.
Over the past two years I have continuously refined my process by modifying the entire chain of coffee production, whether it meant ordering a new piece of hardware or changing how I did something.
For instance, I installed a PID on my Racilio Silvia in order to control brew temperature, I bought a naked portafilter to get better feedback on the quality of my shots, and bought a pressure gauge to make sure I was getting proper brew pressure at the group head, the list goes on and on.
So when I saw your question about "always using the same coffee" I interpreted it as just another one of those variables that you can get control of and that will effect the quality of the shots you pull.
In the beginning I stuck with the same coffee and roast to try to minimize the number of variables I was working with. Once I was more familiar with how each variable effected my shot and how I could manipulate them to get what I wanted, I began to experiment.
So I guess for me keeping the coffee the same boils down to removing some noise from the system to make it easier to manage...
Best Answer
If you're trying to actually make espresso in an espresso machine, a blade grinder won't do it, regardless of your method. It's simply too inconsistent. You'll get some small bits, some big bits and some dust.
Espresso needs to be ground fine - more fine than drip or French press or cold brew. You need a purpose-built grinder for this. You might get away with a high-quality burr grinder but for really great quality espresso, you need a specialty grinder.
Now, if you're just using espresso beans in your normal coffee maker, that's not espresso but your grind doesn't need to be as fine.
Info about grind taken from here and there's a lot more in-depth there, too.