Do not knit the first and/or last sts tight, that can make it worse. Knit the first one then pull the yarn, and make the rest of the sts, but don't knit the actual sts tighter. Or a better way is to shift the sts around the needles. When you get to the end of a needle, knit the next couple onto the same R needle before switching over to the empty one. Do this all the way around, and every couple three rows. That way you're moving the sts along the needles so the same ones aren't always the first and last ones.
A lot of the uneveness comes out when you wash them too.
sue- knitting heretic