When you pull off you have to remember that the finger you are using to pull off with is now acting as a "pick." Simply taking your finger off of the string will deaden the sound and you won't get your desired effect (Try to remember...It's a "PULL" off. You're actually pulling your finger off of the string in a slight downward motion like a pick). When I first learned how to pull-off, I practiced in the nut position (Basically meaning at the top of the neck by the tuning pegs). I would take my 3rd finger and place it on the 3rd fret of your my high e-string and pick that note and practice pulling off to an open e. Once you get the hang of that you can practice on other positions.

A neat little riff that incorporates both hammer on's and pull off's is this

4-2--2-2--2-2--2--0h2p0h2p0h2p0-| |
5-2--2-2--2-2--2---------------:| |
6-0--0-0--0-0--0----------------| |

It's played like standard blues and the hammer on and pull off riff at the end is used in almost ALL blues. Jimi Hendrix uses variations of that riff all over his music. Plus it sounds impressive and soulfull. The trick is doing the hammer on's and pull off's very quickly, which should become simple with a little practice.