I'm not a jet pilot, but even with my experience with flying Cessna 152s, I would have to disagree with using rudder only on finals, unless you're within seconds of flare.
From a fundamental standpoint, the way an autopilot works is to have what is known as the "Engaged ROLL Mode" track the localizer, using Ailerons
, which explains the annunciated LOC on the PFD in many jetliner cockpit photos. The Yaw Damper ensures that the correct amount of rudder keeps the aircraft in coordinated flight throughout descent.
While you may not be as precise as the autopilot, you should fly the aircraft in pretty much the same way.
As Jetguy, Jetskipper and AA717driver have eloquently pointed out, small continuous corrections are the key, regardless of what type of aircraft you're flying.
The closest approximation to jet flying that I do is to play on the Sega 777 simulator at the local Dave & Busters (I usually score in the mid 90s, out of 100 !) *insert sound of tooting one's own horn here
The final approach in the "advanced mode" features a roughly 40° turn onto finals with a slight crosswind. What I've noticed - and Jetguy et al can comment on this - is that if you use rudders only to stay inside the glide funnel, you will have to correct for the accompanying bank caused by the windward wing experiencing higher lift and if you keep doing this you might find yourself using a needless amount of cross control to make an approach with what I've said is a very slight crosswind. And if you're in this position too close to the ground, you will need to make violent jerky corrections to get your wings-level before touchdown.
At the risk of repeating this ad nauseum, in light cross-winds, continuous small coordinated corrections throughout descent are all you need.
Just for kicks, the next time I fly the Sega 777, I'm going to try differential power coming out of the turn onto finals to stay on the localizer