Pretty much all the questions I can come up with:

Where was the hole? Have you been locating the hole or just swapping the tube? Are you using the same pump each time? Sometimes the gauge can be off, or you could be loosening your valve for somehow. Presta or schraeder? Do you buy either the proper width or slightly smaller width tubes? Are you adding a little bit of air to give the tube shape before you install it? Are you taking the tire all the off the rim to change the tubes, or just slipping off one bead? I ask because you can pinch the tube in the bead of the tire, which will put a hole in the tube as air is added.