R2 is the most important button imo.
If you are running and then hold nothing but R2, you player will trap the ball and turn toface goal, use this to dummy players in making a tackle then change direction.
Master the through ball with Triangle and the Chipped Through ball with L1+Triangle.
there are so many other things you will pick up, just play lots
btw, holdding quare while defending actually just makes the nearest AI player of yours close the man down, which is VERY useful. You can then either have yourself and another AI character close the player with the ball down, making it harder for him,or use the AI character to close him down, and position the guy you are controlling further off the ball to possibly intercept a pass.