I assume you're using a vintage tremolo? What guitar are you using? Because low-end tremolos always suffer from instability. I liked everything about my lower-end Ibanez but in the end I hardtailed my tremolo. It went out of tune once in a while then (was quite reliable though nothing impressive), but now it almost barely goes out of tune.
If its a vintage tremolo, like those on a Fender Stratocaster, you can hardtail it easily by inserting two high-tension springs to the back. A very affordable solution. But if its a double-locking tremolo like on an Ibanez RG, you have to install Tremol-no or Freelok.
If you don't want to hardtail it, then you might wanna consider replacing the tremolo entirely. But before you do that, bring your guitar to a guitar shop and ask them to try to fix the problem, because sometimes it can be fixed.