I re-string very much like Robert with a couple small differrences.

1. Start with the hole in the peg at 90 degrees to the fretboard.
2. With the non winding hand both hold the string in place at the nut AND maintain tension as you wind.
3. Have a bit less winds on the low and high E's than on the D and G strings. Facilitates a downward pressure on the nut.
4. Always work outside to inside. Start with the Low E, then the A and D. then high E, B and last the G. Just is easier for me.
5. Finally give those strings several steady pulls, tune and repeat, tune and repeat to get the strings tight on the peg and all the stretch out of 'em.

Now the slot-head, that's a whole different mess involving blood and swearing.