Last time, we went over some setup and tuning tips for new, new-ish and downright misbehaving guitars. Once you've addressed those areas, here are some more tips for tackling your tuning woes before shelling out more bucks at the repair shop.
If your string height, or action, is extremely high, consider tightening the neck and/or lowering your saddle or bridge. Check your guitar's neck to make sure there's room for adjustment (a very slight concave bow is normal). In the case of hardtail (Gibson-style) electric guitar bridges, the height can easily be adjusted by hand. Fender-style bridges allow for individual intonation adjustments on each string. Acoustics are a bit trickier, usually requiring you to remove the saddle and sand or file it down to the preferred height. Be careful, there's no going back. You might consider getting an additional saddle "blank" for this, and keeping the original on hand.