Ehh, tune by whichever method that has even been mentioned on this page. It is really pretty likely that the inaccuarcies in the construction of your guitar, combined with the less than perfect manufacutring of the insturments of your cohorts, will make most of it even out. This is doubly so on most acoustic guitars and poorly made electrics, since they usually lack the adjustable bridges that better electrics have, and it is unlikely that you have exactly the same gauge strings that your guitar came with. Even if you do play classical, those cat guts have variances in the manufacturing processes as well.

When in doubt, play a chord. This is when exact tuning is really important. If it does not sound right, try to isolate what note sounds off by picking each note in the chord individually, letting the notes ring. Try different chord voicings and positions. Retune as neccessary.

The most important part:
Do this in the same environment that your insturment is going be played in, but before you start to play a song. The temperature of the room, the lights shining on you and your guitar, and the angle you are holding it at, will all affect the tuning. Again, moreso if it is an acoustic. If these conditions are significantly different when you tune and when you play, you are going to bore whoever is watching you. Right after you have played your opening song, out of tune.