I'm a newbie to cake decorating, but I found this awsome tip that I thought I'ld mention here.
Heres a link: http://chefmommy-brandao.blogspot.com/2011/04/tip-best-tip-ever-for-filling-pastry.html
In case the link doesnt work I'll try to explain.
1. You need a plastic pastry bag, tip, coupler, and PLASTIC WRAP.
2. First step is to cut a sheet of plastic wrap.
3.Then, plop some frosting right in the center
Starting on one side, carefully roll up the frosting. Another great thing about using this method is that the plastic wrap hugs the frosting and eliminates air pockets.
4. Now, twist both ends tightly (like a big tootsie roll)
5. Pull back the pastry bag and insert the plastic wrapped frosting
6. Gently pull the plastic wrap taut straight out of the base of the coupler
7. Snip off the excessive plastic wrap at the base of the coupler.
8. Screw on tip
9. Add a pastry bag tie thingy if desired (but not necessary)
TADA!! You are now ready to pipe and frost.
10. When you are done, clean up is a breeze. Simple remove plastic wrapped frosting and save or discard. Wash the frosting tip and rinse out the pasty bag if needed. Mess free....got to LOVE it!!
I really hope the link works because it has great pics to demonstrate. Let me know if you try it and think its efficient.