I've found that it's important to stick the edge of the painter's masking tape down. Don't just wipe your hand over the tape to press it into place. Wipe your hand over it, and then rub a finger or finger nail along the edge you don't want seepage under to ensure that it's pressed down tightly along that edge.
Also, some tapes will gradually pull off by themselves, so it's important to press that edge in place immediately before painting along that edge. Put your masking tape up, and then press the important edges down as, and immediately before you paint along them.
The thing to keep in mind is that choosing an adhesive for painter's masking tape is like walking a tightrope. On the one hand, the glue can't be stronger than the paper backing or people will have trouble removing the masking tape. On the other, it has to be strong enough to keep the tape (including it's edges) from peeling off over the span of a week or two (or so they claim). And, if the glue is soluble in mineral spirits or water (or alcohol) then some primers or paints are going to dissolve their way into the glue layer under the tape. So, it's pretty hard to get an adhesive that meets all those requirements well.