If you are having trouble with certain Fatalities/Heroic Brutalities, try using the joy stick instead of the d-pad. Some finishers require you to hit up in their combination (i.e. Batman, Lex Luthor, etc.) so hitting up on the d-pad is just going to make you keep jumping, thus creating some frustration in timing the last button right.
When you use the joy stick and press up it does the 3D movement instead of jumping. This makes it much easier, as you're not jumping all around trying not to hit your opponent with a low kick to the shin by accident.
If you really just are not comfortable using the joy stick you can still do them with the d-pad, it just takes more precise timing. For example a lot of people have trouble with Batman's HB. The finisher is down, down, down, up, A. To perform this on the d-pad just wait until Batman lands after jumping to press A and you should get it.