Ultimately, taxes are a numbers game. If you add up the money you had withheld from your W-2, plus any estimated taxes you paid in, and compare it to the tax you owe (once any credits & deductions have been applied), then at that point it's just math.
So if you wind up owing every year, then the first thing to do is increase the amount you pay in during the year. If you are a W-2 employee, you can go see your payroll person at work and fill out a new W4 form and reduce the number of allowances you're claiming during the year. They'll take more out of your pay, but that's the point.
If you have other sources of income -- like retirement or social security or investment income -- then you can have tax withheld from those amounts, just by asking. Often times, folks will have the correct amount taken out of a W-2, but then they won't have any taxes withheld from their other sources, thus resulting in their taxes withheld not being in line with their amount of income. It doesn't matter which source (or all of them) withhold the taxes; it all goes into the tax return, which is where the final accounting takes place.
One last thought: if you are self-employed -- which usually means nobody is withholding taxes from your pay -- then it's essential that you make estimated tax payments. You'll do that by sending a check to IRS each quarter of the year, along with a form 1040-ES. That way, you're paying your taxes during the year instead of getting hit with a big tax bill when you file your return. Even if you're not self-employed, you can still make estimated payments (though normally people will simply increase their withholding amounts, as discussed above).
That's how you fix the problem of always owing come tax time.
