A lot of the actors I know, whatever their relative level of experience or talent, hate auditioning. They find it stressful. Which I suppose it is. I myself, though, have always rather enjoyed the experience. It's fun to get up onstage and do a monologue or some cold reading from a script. I mean, it's acting! And acting is fun! Why else would anyone do it? And I'm convinced that my comparatively successful track record--I tend to get cast in the plays I try out for--has as much to do with the fact that I basically have fun at auditions as it does with whatever relative reserves of talent or experience I possess. The formula is something like this: Auditioning = fun. Fun = relaxed. Relaxed = natural. Natural = cast-able.
I offer this advice not so much to other actors, who I suspect already know this on an intellectual level, even if they might mutter, "Easier said than done." Rather, I offer this to anyone who faces an "audition" of his own, be it in the form of interviewing for a dream job or asking out that cute co-worker: Don't focus on the outcome. Enjoy the process. Worst case scenario: You'll have some fun doing something that could lead to something wonderful. Best case scenario, you have the fun and the wonderful thing, too.