My cousin had this old apartment where the bathroom silicone around the shower pan was always peeling. The landlord kept having guys come out to redo it, and each one had a totally different method. One guy swore by putting it on dry, another used a spray bottle of soapy water. It never really fixed the problem, which turned out to be a cracked pan underneath.
My last bathroom reno had a cracked subfloor that wrecked every sealant job until we fixed the wood. For a normal joint, I use a damp finger with a tiny bit of dish soap on it to smooth the bead. The soap keeps it from sticking to your skin and lets you get a clean finish without pulling the caulk away from the edges. A totally dry joint can sometimes trap air and not stick as well to the sides. But if the surface underneath is moving or wet, no method will last.