My students have great success with this technique: Stitch 1/2" inside the seam allowance, starting about 3" from the end of the sleeve cap.Use a regular length stitch (about 2.5) but keep your index finger pressed against the back of the presser foot, catching the fabric you've just sewn and forcing it against the presser foot. Hold tightly,causing the fabric to bunch up. Keep holding and stitching, until there's so much fabric it spills over your finger.

Release, and continue the same technique, bunching up the fabric as tightly as possible behind the presser foot, until you're about 1" from the shoulder seam. Stitch normally until you are 1" past the shoulder seam. The reason for not easing 1" on each side of the shoulder seam is that it is pretty much on the straight of grain, and doesn't have the easing quality that the rest of the sleeve cap (which is on the bias) has. Continue stitching and "bunching" until you're 3" from the other end of the sleeve cap. This process eases in the excess length of the sleeve cap without any nasty little pleats.

Now, fit the sleeve into the armhole. The sleeve may even be a little too small. If so, just stretch it to fit. If the sleeve cap is still too big (which just about never happens), you can repeat the process.

I hope you have better luck with this method. 

And -- I nearly forgot -- the reason for those dots on the sleeve is that easing is supposed to be limited only to that area: from one dot up over the shoulder to the other dot. That's the only place I regularly ignore instructions, because it's just not a long enough area to ease in all the fullness.