Take cuttings just above a set of leaves. You will get double branching from each cutting that will add to the bushiness. I suggest that you take only one cutting at a time; that is, when that cutting has started to fill out and grow, cut another. Prune sparingly. Depending on the size of the leaf, perhaps you could take a cutting that will be covered by other leaves after the cuts.
They will fill in nicely and be bushy if they are getting the proper amount of light. If they are not getting enough light (dappled shade or morning light is good), they can become leggy, and tat is not what you want. Just make certain you have a few sets of healthy leaves before you prune. After you take the cuttings, root them and add them to your container. You'll have a bushy plant in no time at all. And don't let it bloom; pinch off any flower stalks as letting them flower makes the plant look old.
If your coleus is indoors, give it plenty of light. Is there a particular variety with a problem?
I usually try to cut a center branch first, but then it looks so wierd with a hole in the center. Do you recommend cutting center branches or outer branches? Perhaps I just need to be more patient waiting for it to fill in. Prune sparingly does sound like good advice. Once I trimmed back heavily and the plant died!
It you take just the tips, that is where they will branch from, and that might be good for you. If you take them from a lower spot, you'll have more of a hole, but more bushing. If you pinch from the top, it is too small to root as a cutting, which you might like to do to add to your container or elsewhere.
If you pinch from the tip, you'll never notice it is missing.