Aaah... windin gtoo much string around the peghead can alsoo cause tuning problems, as it allows the string to develop a lot of slack. Two winds around is generally enough to stop the string slipping, and in my experience is more reliable than winding it around heaps of times. Remember to stretch your strings in a bit before playing. Gently tug the strings (GENTLY) away from the fretboard, moving up the neck and back, then tune to pitch. Do this a couple of times and your strings will stay in tune much better. ALso, the chapstick thing is a good idea; lots of tuning problems come from the strings binding on the nut.