How far should you be able to stick your fingers into the inserts? On some of my balls, I can stick my fingers in half way to the first joint. On other balls, I can stick my fingers in to the first joint. I feel as if I have more control the further I can stick my fingers in. However, my guy at the pro shop usually gives me inserts that seem too small even though I tell him what is most comfortable for me. He insists that half way to the first joint is sufficient.

Typically, you're supposed to go into the first knuckle on your fingers or first crease or whatever they refer to it is.  If you can go past the knuckle, that's too far and often results in wear and tear on your fingers.  If you can't go in that far, chances are you won't be able to hang on to the ball and that will result in less revs.  You should be able to put your fingers in down to the first knuckle/crease and the inserts should feel snug.  If you have a lot of extra room to move your fingers, then chances are the inserts are too big and if you can't get in that far, then they are too small.  Hope this helps a bit.