If you can consistently strike the sand with your clubhead exactly where you intend to, you've basically got short bunker play licked. Unfortunately, most amateurs can't do this.
Remember, on standard greenside bunker shots you don't actually hit the ball; you lift the ball out of the bunker by exploding the sand beneath it. So hitting the sand precisely on these shots is just as important as hitting the ball precisely on regular shots.
Without question, the best way to start developing a reliable sand game is to walk into a practice bunker, no balls allowed, and start thumping the sand. The Line Drill (below) will work wonders, provided you stick with it and truly open yourself to sensing what happens as your club enters and leaves the sand. If you're like most amateurs, at first you will hit way behind the line—six inches or even a foot. The number-one reason for this is leaning away from the target. It's perfectly natural. With the intimidating face of the bunker in front of your nose, your body instinctively tilts back in an effort to scoop the ball up. The result, alas, is almost always striking the sand early. The clubface will either skip off the surface and knock the teeth out of the ball, or bury and advance the ball only a few feet.
Bunker play is a game of opposites. You frequently have to trust yourself to do the reverse of what your instincts tell you. Instead of leaning away from the target, stand more upright than normal, possibly even tilting the spine a bit toward the target. To make the ball go up, you have to hit down. When I set up, I feel as if I put almost all my weight on the left side. This prepares me to swing with the steep angle of attack I need to get the ball up and out of the bunker. The best setup for you may not be as extreme as mine, so experiment. When you get it right, you'll know by the pattern of your strikes. The proof is there in the sand.
One simple trick to help move your impact point forward is to lift your right heel off the sand. This forces more weight onto the left side. I still do this myself in practice. Another tactic is to think of starting your downswing with the left shoulder, to increase body rotation. As a rule of thumb, if you're hitting behind the line, you're probably using your arms too much. If you're hitting ahead of the line, which is rare, you're rotating your torso too much.
Don't swing all out when doing the Line Drill. Go instead with an easy half swing and be sure to work some rhythm into it, which will greatly help with consistency. The ball will be farther forward in your stance than on regular iron shots, which may feel uncomfortable at first, but be patient. It needs to be forward to create the loft you need. You want your swing shape to be a V, not a U. You can trust that the bounce of your wedge (the angle between the sole and the ground when the shaft is vertical) will help the clubhead glide easily through the sand and beneath the ball.
Here's another tip: Practice with your feet only two or three inches apart. This narrow, less stable stance forces you to keep your balance point centered and under control. With feet wide apart, amateurs tend to transfer too much weight back and then have trouble moving it forward, leading to inconsistency.
Try to work toward creating a convincing thump at impact. The less sand you move, the cleaner the thump. Ideally you want to move only an eggcup of sand, with the clubhead passing maybe a half inch beneath the surface (shallower if the sand is firm). When you move too much sand, you'll hear more of a splat. Not good. These sounds provide terrific feedback.