Always wind to the bottom of the tuning peg, and check that the strings aren't in torsion (twisted) when they go through the bridge. I do this by getting the string tight enough to produce a pitch (not anywhere near the final tuning), grip the string between my thumb and forefinger and run them down the length of the string from the nut to the bridge - when the ball end spins then you're taking the unnecessary twist from the string. Doesn't happen everytime I re-string, but it's worth doing every time, just in case.