Watch the Pack of Lies online guitar lesson by Mimi Fox from Jazz Performance

I don't think anyone would dispute that Wes Montgomery was THE cat for octave playing! However, that doesn't mean you shouldn't explore this wonderful and colorful aspect of the guitar. Practice slowly by playing blues lines and simple melodies and you will get more deft with it as time goes by. If you want to REALLY get good at it, try playing everything with octaves for a while all your solos, melodies, etc. Your thumb will get a blister, but it'll be worth it!