If you haven’t had a chance to play with the new Width tool in Illustrator CS5, it’s worth finding the time. To see what I mean, create an S-curve with the Pen tool (P) and increase its Weight in the Control panel to 20 pt. Then choose the Width tool (Shift+W) and click near the center of your S-curve and drag inwards toward the center of the Stroke. You should see a beautifully smooth transition between the thick parts and thin part of the Stroke.
If you’d like to use your custom Variable Width Profile again in this or other CS5 documents, click on the profile popup immediately to the right of the Stroke Weight in the Control panel, and at the bottom of the popup panel, click the disk icon to save your profile.