Yeah, it's a pain. But it's less of a pain if you know what you are doing, and WHY you are doing it. After playing the guitar for forty-five years, I read Paul Guy's little treatise on guitar tuning, cut my time (and frustration) in half, and increased my pleasure in playing by a huge amount. Who'd have thought that just learning to tune the guitar properly could have such an effect?
Paul is a luthier (guitar-maker) and a world-renowned expert. His web site also contains interesting histories of the guitar and of tuning theory, if you get as hung up as I did after reading his tuning article. Why didn't somebody tell me all this forty years ago? Click on the "Tuning the Guitar" link, which takes you directly to Paul's web site.