It's the nature of knitting for the yarn to move a little as you work a row, so the last stitch will be looser because that's where all the slack ends up. You can minimize a lot of that by knitting your first stitch or three on a row tighter (or pulling the yarn to tighten it) and don't worry so much about the rest of the row.
One thing I read from a lot of knitters is that they knit too tight when they first started. I don't know if they think it needs to look as tight as machine knit, or if they're afraid the stitches will slip off. So don't think it has to be really tightly knit along the whole row. If it's mostly just the end stitch, try out what I suggest and see if that helps. The other thing is, your tension will even out as you get more practice, so you can just practice, practice, practice ;D