The first thing you should do is make sure the trem is set up properly, and that the strings are wrapped properly around the tuning pegs. Take a look at Scott's post in the vault for a good method of installing strings. If you still experience tuning problems, a graphite nut and locking tuners should be a cheap fix. Fender distributes a brand of Schaller locking tuners that will fit a Strat without any modifications. I think all guitars should come with locking tuners standard, especially guitars with non-locking trems. A graphite nut can also help with tuning stability, as the material is slippery enough to prevent the strings from binding. Graphtec bridge saddles are nice as well,
Ryan