Many guitar players complain that they can not keep their Floyd Rose (or Floyd Rose style bar system) in tune. Because of this, many write off the Floyd all together. I believe that a Floyd system is one of the greatest inventions on the guitar, so in order to fully defend the faith - I'm hoping to give a few tips to help with the 3 most common problems you might encounter.
1. When you are about to lock-in the nut saddles by the head stock (after all your new strings are on) you HAVE to make sure that your strings are ALREADY staying in tune. This is a common mistake. Many players get their strings pretty close, tighten up the saddles and by that time, the game is lost. Stretch your strings, tune and repeat until you can play your guitar with little tuning problems. You will find that once you lock the nut saddles your guitar will usually have no problems staying in tune.
2. As you are tuning up your guitar you might notice that the entire Floyd system tends to raise up and then it is no longer parallel to the guitar body and nowhere near where it was when your old string set was on. When this happens, lower the pitch of your strings again considerably and re-tune again. At that time, you will most likely see that the bar system is back in place and nice and straight.
3. And last, but not least - do not take all your strings off your axe at once. When putting on new set of strings, do it one string at a time. I start with the sixth string (low E) and put it first on the guitar. I tune it, stretch it and repeat it until the new string stays well in tune. As you might be imagining - yes, I DO NOT take off any other strings on the guitar. Just the one I'm putting on. I simply put one string at a time, get it in tune and move onto the next string. From my experience (and some do it otherwise), once you take all your strings off the Floyd Rose system, it is quiet difficult to get the guitar up and running. In the least, it takes way longer and can get pretty frustrating.
Hope this helps. Metal For Life!