I don't believe that it does actually work, but, I have an odd habit of forcing down the A button as soon as i'm low on pokeballs. Just in case it actually does work.
In more recent games, Nintendo said that blowing into the DS mic increases the chances of catching a pokemon. Which works, for...
Sadly this turned out to be a myth, which was quite a shame. But like most other people in this thread, I have a habit of holding down certain buttons such as A or right on the D-Pad.
I also have this habit when I have been attacked by a Super Affective move, I hold down right on the D-Pad...