last loop is probably the most asked-about knitting dilemma.
You have to remember that while the other stitches are 'attached' at both sides, the last stitch is only attached one one side.
Knit tightly for the first few stitches on the next row--hold the yarn taut, and you'll get to the point where it isn't a problem anymore.
As for tension, let the yarn and needles decide. Don't tighten anything up by pulling the yarn. Just knit.