I just started reading and contributing to a big guitar forum. Lots of the players ask questions about keeping their guitar in tune. Although there are a lot of factors that influence this (string winding being a big one), one that is often overlooked is temperature. This is particularly important during live shows.
Let’s use an example – you drive to a venue in your air conditioned car, leave your guitar in the air conditioned green room, tune it up, get on stage and under the lights and you sound terrible. Has this happened to you? It sure has happened to me! You should always allow time for your guitar to adjust to stage temperature before you start playing.
If possible, take your guitar out if its case, put it on stage (particularly if you’re under lights or playing outside) and let the thing adjust to temperature. THEN tune the guitar. You will notice an immediate improvement in your ability to stay in tune throughout your first set.