That is said very commonly ("I can't get that last pin"), but it has always seemed the opposite for me. The last pin tends to be the easiest because it is, without any doubt, the ONLY pin binding, no matter how much pressure you apply. Not only that, there is no subtle pressure changes or plug turns when you set that last pin so its not really at the same level of skill (art) as the others. You simply press it up until the plug spins freely.
I think the much more common thing is that beginners (like myself and you, bree) are
oversetting pins. They all may be set except for the overset pin. The overset pin gives resistance to the push, but no matter how far we try to push it, we never get a click or a plug turn. I think many of us assume that because of it's strange behaviour, it is the last pin.
What I do is (and it may be a bad habit) to wrench down the tension to find the
most binding pin. I find the pin that does not move (as long as I haven't set it yet). Then, while easing pressure onto the bottom of the pin and relieving pressure and easing on and relieving and etc... I slowly let the tension down (each cycle of pressure, release, I let the tension down a tiny bit). I do this until the pin begins to move; as soon as the pin starts to slide, increase the tension slightly until it starts to resist pushing but still slides (you shouldn't be bending picks or anything... you aren't really putting your muscle into it... you just have to play around with the pressure until you figure it out). Press it up until it clearly stops or clicks (a movement, not a sound), or you feel something in the tension wrench. (And let me say, I have 5 Sargents and 4 Corbins and I have picked them all with this method... though I know harder torque is not recommended for "nicer" locks. I probably need to just get good enough not to use lots of pressure... but it
does work often!)
Then, wrench the tension again and find the next pin that doesn't move. If they all move, you haven't set this pin yet. Feel around very carefully and try to feel whether or not the pin seems "stuck" up. If so, it's overset. Leave your pick under it and slowly release tension until you feel the pin hit the top of your pick and try again.
If they all move freely but the lock doesn't open, go back to that same pin and try to press it higher. Press it all the way as high as it will go. If it goes that high and never sets, it is a taller pin (a low cut). Let the pin
all the way back down and start over. Keep in mind, some pins don't need to be pressed at all to be set. Some are set at their native height if they are very tall pins. These pins will fight more than the other pins at the very bottom and never set no matter how high you press them.
Keep track of the heights of the pins you think each one is as you go through the lock. It will make picking it the next time much faster. Also, note the binding order for the same reason.
Sometimes I start at the back of the lock with the last pin. To do this, slide your hook in as deep as it will go, then press it to the top of the keyway. Pull it out slowly until the side of the hook closest to you contacts the rear side of the very back pin. Thats a good way to navigate locks with lots of pins (and it works well on 4 pin locks also)
Try being very verbose as you pick (try to detail exactly what you feel as you pick... say it in your head or out loud). The more you can describe what you are doing and what you are feeling as you do it, the better you will be able to determine what's happening inside the lock and that's key to lockpicking. The more random and lost you are as your pick flails around the inside of the lock, the less effective you will be, the less you will improve, the more frustrated you will get with lockpicking, and the more lucky you need to be to open locks reliably.
Good luck,
em