Reg is absolutely right: the key is parallel (that is, the entire pto shaft--not just the end has to be "co-axial" with the tractor splined shaft ...said another way, the u-joint must be straight on and the whole thing end on to the tractor's spline shaft).
For me (and most everyone, I would assume) this means that the top link must be connected to raise the implement slifhtly to that level position, which unfortunately means that the top-link is in the way ...so be it. I should mention that after it is lifted parallel I shut off the tractor (no way would I attach to the tractor spline when the tractor was running and, anyway, I wouldn't be able to turn it to align the splines) and then am extra careful to avoid toes under the implement on the off chance that it will lower itself ...which mine doesn't.
Usually, lining up the shaft so it is coaxial mostly means lifting the implement slightly, in my case. It could also mean eliminating any side-to-side bias...in my case, centering and re-pinning the sway arms.
When it is all lined up just right--and, yeah, lubed with whatever--it slides on slick as snot ...incidentally, the tell-tale that it is lined up right is that I can push it on by grasping the pto shaft beyond the U-joint (with one hand while the other pushes in the detent pin or messes with the collar, or whatever, depending on the implement.
Once you have lined it up and it slips right on, be bold: slide it on and off a few times to get the feel of how it is supposed to work and to build up your confidence.