Originally Posted by
blickblocks
The quick release ought to be tight enough that it takes some effort to clamp it down. Not too much effort, but enough that you need to get a good grip on the stem.
I read somewhere on Sheldon Brown about getting the lever open parallel to the axel, get the nut on the other side finger tight, then close the lever. It gets that tight with effort but without the too much effort feel. Better than trial and error every time the wheel is removed.