Half moon pose was never a favorite. In fact, I actually really disliked it. It doesn't look very difficult, but it's a real test of balance and when integrated into the middle of a powerful vinyasa, it can be just the thing that either makes you feel like you can conquer the world...or makes you collapse into child's pose in frustration (this was me). Anyway, like with anything done again and again, my half moon pose has improved and it's now something I welcome, though I still fall out of it now and then. :)
The biggest tip I can give is to try not to let the fear of falling dominate. Instead, be strong in the standing leg by engaging the quad and lifting the kneecap, stack the shoulders and the hips and engage the lifted leg as well. Instead of collapsing weight into the bottom hand, think about the hand like a straw, as if you're sucking up strength and stability from the mat (ok was that too flowery for you?). Anyway, give it a go and let me know how it goes!
PS - I'd love to know, what's the pose you fear the most?