Get a chain tensioner. Surly makes a good one and there are others to be found. They are not fool-proof, but they will help your lug nuts hold the wheel in place, thus holding the tension. They also act as your "third hand" when you are setting the tension. You just dial the tension you want, then lock it up with your axel nuts. Just remember to keep checking the tension. The chain will still slacken, just not as quickly.

Also, when tensioning your chain, if you flip your bike over and bounce the head of your wrench lightly on the chain as you turn the cranks. You'll come to recognize the feel of the tension that works for you. This will help you maintain a consistent tension.