If I'm feeling patient I let mine walk onto my hand... if I'm in a bit more of a hurry though (such as cleaning time etc -- can't spend all day waiting for them to decide that they want to be on my hand) I'll just pick them up. This is fine, as long as you don't pick them up by the tail or something

To reduce the stress, you can let them see your hand first so they don't just get picked up out of the blue and think that they're getting eaten or something
If you don't feel comfortable picking your guys up if they won't walk onto your hand on their own, try scooting them onto it with your other hand... that seems to work pretty well, and probably isn't as stressful to them as being picked up.
As for getting them to walk onto your hand voluntarily -- try handfeeding (I use the yellow feeding tongs that they sell at the petstore) a mealie or 2 every time you have them in your hand -- they'll figure out in no time that being on your hand means treats
HTH

Jen