Every time I tighten my chain a bit after a few hours of riding it gets lose again. I do not have one of those expensive chains with the O-Rings in them.
Why does it keep getting lose? I keep my chain well lubricated with new oil.
how old is the chain? how are you adjusting it? What oil are you using? If you can answer some of these questions. Others here who know a thing or two about chains will be better able to help you.
check out this link for some chain maintenance information.