You should actually set QR axle cones *just* too loose - in the knowledge that the QR will cinch the axle making it bow a little - bringing the cones into correct adjustment. This is really hard to guess and always takes me a couple of attempts.

If you do a lot of cone adjustment then you may like to make yourself a clever and cheap tool like the one Sheldon Brown made - http://sheldonbrown.com/cone-adjustment.html

(search page for "Special Tool")