The action of tightening the nuts on the axle I think I noticed causing centering the wheel to pull. If turning both sides of axle nuts at same time maybe it can lessen the effect. I also got these nuts with built in washers that are free from turning with the nut. Sort of a bearing surface. It still happens though.
As what Sidewinder said using a shim wedge of wood, as well as keeping in mind trying as best to incrementally tighten both sides of the axle nuts evenly, I usually take between 3 and 5 tries to get it to not rub the tire anywhere.
What also probably helps, but is not really necessary is the two adjustable things that some bike have to help tension a chain or drive belt. I have a v-belt and the amount of tension I could not achieve without the device. A chain if different I think and does not need nearly the same tension, as chains don't slip.
