I use the same method as ISk8NYC. I tighten the laces twice, pulling things the normal way (but leaving enough room at the bottom rung to slip my fingers in, but reasonably tight everywhere else). Then I do it her way.
I find nylon laces easier, because they stretch, so if they slip a tiny bit, they are still tight, but some people have better luck with cotton laces. Some people love waxed laces - they don't slip much, so you don't need ISk8NYC's trick.
Some laces are thinner than others (they come with some beginner level boots), so you don't have a big enough surface area to pull on. Try to find the widest laces (wide across the direction that your skin touches) that will fit in your lace holes.
I don't need lace pullers. But not everyone has the strength and coordination. They are cheap, and work.
A double knot helps hold the tension. Do NOT wrap the laces tightly around the back of the skate. If you do, they loosen every time you point your foot. If you need to take up a really long lace, tie it, then wrap the lace ends back around the lower lace hooks, or loop the loose ends under the other laces. I guess you could wrap it around the back instead - but you would have to leave it so loose, that you don't pull on it by pointing your toe.
People have a lot of different solutions to this. Find one that works for you.