A frequent question is "what is the best way to tie strings on the tuner shafts?". Well, as with most things there is no one way to do it, but here are some recommendations which work and will stop strings from slipping.

On a classical guitar run the strings as shown in the diagram and hold the loose end while you tighten it. This works with all classical guitar strings. Two or three full turns should be enough for the 4th to 6th strings and three or four turns for the 1st to 3rd strings. The diagram shows the left side of the headstock where the tuners should be rotated anticlockwise. On the right side the tuners should be rotated clockwise. 

To achieve the best path for your strings from tuner to nut position make a conscious effort to tighten the strings so they follow the pattern to the right of the diagram and avoid the string touching any part of the headstock itself.

On steel string guitars just follow the stringing diagram, holding and pulling upwards the loose end of each string as you tighten it. Two or three turns of the shaft should be adequate for the 4th to 6th strings and three to four turns for the 1st to 3rd strings. 4th to 6th string tuners should be rotated anticlockwise while the 1st to 3rd string tuners are rotated clockwise. Try to keep the wound-on part of the strings close to the string hole to maintain the best angle between the tuner and the nut.