I dunno about guitar, but for bass usually a person should pull on the strings at about the 12th fret. Pull it about two inches away from the fret board, and kinda bob it around there for a few seconds, if you get what i mean. This will set the ball end of the strings into the bridge tighter, tighten the tuners, and stretch the string. After you do this for all strings, tune to standard, and play really hard for about 10 minutes, bend the strings alot, etc. All strings will stretch when you first put them on and play, which will make them go flat. After playing for awhile, tune up to standard again, and repeat. When you don't have to re-tune after playing, obviously you are set to play!
Voila,
Tim