Well, don't over do it, you'll do more harm than good if you over tighten them.
Did you check the bolts that hold the nut itself in place? (Not the clamps, but the bolts that go through the neck) and the saddle intonation screw is tight as well?
Did you stretch the strings completely? You have to be pretty aggressive with the wound strings, if you don't stretch them until they almost totally stop going flat with each stretch this will happen.
Did you check to see if the strings are slipping? There's a very easy test . . .
Just press the string behind the nut and see if it goes sharp when you press, if it does you know it's slipping at the nut, if it doesn't, then you know that's not your problem.
Click the swirly banner at the top of the page and follow Rich's check list for tuning stability, it's about as thorough as you're going to get.
If you've followed all of his steps and still have problems the only answer is to bring it to a tech, but just make sure you've done everything suggested before you decide to go that rout.
Oh, and again, don't over tighten, that can and will cause more problems. They should just be tight enough to hold the string, too tight and you'll damage the nut/bridge and then you'll never stay in tune and may even end up with a bridge that won't even hold strings at all. (Here's a tip, if you've tightened the nut/saddle so much that the string is flattened at the clamp points, it's WAY too tight.