I deal quite a bit at my job with those fancy expensive Cintiq tablets from Wacom. Same issue for quite a few of the artists to some extent:
- There will always be a layer (of glass) between the tip of the pen and the actual display tech, unlike the real world.
- The pen's sensor/emitter is not at the very tip but further up behind it. The tablet tries to guess where the tip -should- be (but on the other hand this helps to tilt recognition possible)
Practically speaking, when you calibrate, hold both the pen and the tablet in the position you would naturally scribble. Don't try to touch the calibration marks by getting unnaturally close and keeping the pen straight up (unless that's how you write/draw

) After that, practice helps to get it to draw where you want.
My biggest gripe is the slow response time: to get something smooth you have to draw like you're underwater. I don't have high hopes this will be much improved, even if the vectorization is part of the problem...