Clean your strings after playing your guitar. Even a short practice session, can leave chemicals and sweat on the strings. If left, over time, this can rust and damage the strings, making tuning impossible. Clean each string individually by wrapping a piece of lint free cloth around the string and running this along the length of the string. Make this a habit after each session and you will help prolong the life of the string and subsequently help keep it's tune longer.

Replace old worn out strings. This is usually indicated by the tuning being correct on the lower part of the fret, but going out of tune as you move up the fret. Alternatively the intonation of the guitar may need correction. If the tuning problem remains after replacing the strings, have the guitar checked by a guitar specialist. If your guitar gets average use, you should try to replace the strings every two to three months.

Apply pre stretching to newly fitted strings. All new strings have a period when initially they stretch easily.
Once fitted and tuned, you will find that they quickly go out of tune as you play. To avoid this, stretch each string individually by lifting the string away from the fret and applying a gentle bouncing action against it. This will gradually remove the inherent give that exists in the new string. After stretching, re tune and try playing again to see if it now stays in tune. If there is still some loss of tune in a short period, repeat the stretching exercise. Eventually you will find that the string stabilizes and stays in tune.

Rub the point of a pencil in the string grooves of the nut. This effectively leaves a deposit of graphite in the groove which acts as a lubricant. This ensures that the string doesn't snag against the groove and upset the tuning. Another problem that can occur with the nut is when the groove is too small for the gauge of the string. The string can then catch in the slot and affect the tune of the guitar. You could either change the strings to a smaller gauge, or have the groove filed out to accommodate the string.

When changing strings, make sure that you wind the new strings properly around the tuning posts. Not paying attention to the winding can lead to string slippage and loss of tension in the string. If your guitar is an acoustic, you should also make sure that the ball end of the string is properly positioned against the bridge pin and bridge plate. If it is not properly positioned, it may eventually slip into position while you are playing and cause a sudden loss of tune.

5 Simple steps that should become part of your ongoing maintenance routine for your guitar. Following these will avoid the stress and frustration of your guitar loosing tune and give you a lot more fun playing.