Intervals

As discussed above, guitar players, like vocalists and wind players, don't have to use equal temperament. Many prefer instead to tune the guitar so that it sounds good in keys that are easy to play. One popular way to do this is to tune each string to the one below it, giving pure fourths between most open strings, and a (close to pure) major third between the second and third strings. (You don't need to know about fourths and thirds to tune your guitar, but if you want to know, please see Interval.)
    
The advantage of this method is that the pure intervals give the guitar a very pleasing, resonant, in-tune sound on chords that have plenty of open strings, like E minor and G major. Tuning strings to other strings is also pretty easy once you've practiced a little.
    
The disadvantage is that, since you are not using equal temperament, some chords are going to sound more in tune than others. Experienced guitarists simply tweak the tuning by ear as they change keys (for example, one might adjust the third string to give a better E major chord when playing in A major or E major). You may also find that your guitar sounds slightly out of tune when playing with a piano.
    
Tuning by Interval
Tune the 6th string (the low E string), using a tuning fork, keyboard, piano, pitchpipe, or whatever is handy.
        
To find an A, hold the 6th string down at the 5th fret. Tune the open A string (the 5th string) to this A.
        
Tune the open D string (the 4th string) to the D at the 5th fret of the 5th string.
        
Tune the open G string (the 3rd string) to the G at the 5th fret of the 4th string.
        
Tune the open B string (the 2nd string) to the B at the 4th fret of the 3rd string. This is the only one that is not 5th fret.
        
Tune the open E string (the 1st string) to the E at the 5th fret of the 2nd string.
        
Check your tuning by playing a chord of only E's and B's, listening carefully to see if all the octaves are in tune. Make small adjustments, if needed.