Great question, and here are some things that I've learned:
---The first guy who replied said this, but I'll repeat it: try to accept only loads going west that pay at the highest rate.
---If you deliver to MT or UT or anywhere else that you've been before and have sat for days waiting for a return load, when you go there again don't sit at all. As soon as you deliver, turn around and head east to the nearest place that you feel confident of getting a new load. I consider it better to waste money on fuel deadheading to a place that you'll get a new load the same day or the next day, than to sit for 2 or 3 days making nothing.
---Never sit more than 1 day anywhere. There are lots of variables to consider about this, like whether you've had a good or bad week so far, whether it's the busy or slow season, etc.
---As you've found out, it's hard deciding whether or not to accept a load. You don't want to turn down too many because your dispatchers will get a negative opinion of you, but if you accept everything your dispatchers will feed you all the trashy loads that noone else will accept. Talk to others in your company and see what they do.
---See if you're company will let you work for another company as well. Some expediters work for more than one company, but I don't know how much effect this has on their mileage. I've been wondering about this for a while, so I think I'll post this as a new question right now...