As I know I've already written (!) we get them used to the trailer over three days....I suspect that it's not just that they get used to it and associate it with food, but also when we start we are completely unstressed ourselves - it doesn't matter if they go in or not - and I really think that it helps that the pigs don't pick up any stress from us.
I completely share your misery with a bad last day. A few years back we loaded fine, but at the other end the staff seemed a little impatient to unload (though no-one behind us), and we could hear squealing from the stalls as we drove off. Complete misery and the annual vegetarianism discussion lasted longer than usual.... (never been back to that abattoir)....
Also of couse it may simply be random bad luck.....