You cannot make in-flight course corrections to squeeze into a docking tube by applying sideways thrust. Better to waste some time to come around again than to waste your money and your time crashing into the station. The gate should be in the center of your cross hair and should be absolutely still. If you start thrusting sideways from 10,000 meters out, you can make a small course correction to hit a gate. Use the jumpgates as way points.
Some stations are easier to approach from certain jumpgates.
You can use the fact that you can zero your speed at any jumpgate to help you make a much easier approach. Stay on course and stick to your deceleration plan. The arrival of an escort fighter can sometimes cause an casual attacker to become a determined attacker. Try paying for safe passage first. Occasionally, you will make a mistake and crash or some pilot will kill you despite offers to pay.