Zero crossings
If you use the "Snap to Zero Crossings" option, make sure that the file has had any existing DC offset removed first, or your zero crossings will be in all sorts of unnatural places and the splices will still pop and click. SF will do this, look for "DC Offset..." on one of the menus.
Depending on what you're doing, using the Mix function may be useful (overlay a wave section with a selected wave section, set the options in the dialog that pops up).