Hey, I've been having a prblem with the 3rd string on my Fender Stratocaster ever since i got it. What happens is that it goes slightly out of tune when I press down on a fret not matter how gently I am pressing down. It does this everywhere on the neck, but it is the worst close to the headstock. I have tried adjusting the bridge settings but nothing has improved the condition. Does anyone know what's going on and how I might fix it?
take it back and say you have been having the problem since you bought it because strats r expensive guitars and should be good quality
If it's worst close to the headstock, that can mean that the g-string's slot in the nut was not filed deeply enough. Any guitar tech can correct that within a couple of minutes.

Strings can also start to have problems with intonation when they get too old. So a fresh set of strings might help. Or maybe you didn't adjust the intonation properly. Better double check.
@ TheQuailman

Thanks for the help man, I hadn't considered that it might be a problem with the nut.

And I replace the strings regularly, usually every 2-3 weeks, and it still occurs with every set I've used. I've even strayed from my comfortable guage and moved to a thicker one a few times to see if that might fix the problem. I'll give the bridge another look though.
Definitely sounds like its the nut.

file the slot a little bit then lube it up.
Even though you may have filed it down already, here's another point to check if you haven't (or for future reference). Make sure the string is definitely breaking at the very edge of the nut and not in the middle of the slot like this:

This can drive you nuts... ....when you capo the third fret to check 1st fret action, everything is spot on and the break point looks good, but when you take the capo off the break point moves back to the middle of the nut. Same symptom, when playing everything goes sharp in the first few frets....in fact it throws the intonation off up the whole string.

So if your slot is already low enough, make sure to look at this too before you risk going too low at the front edge.
My Stuff:
Austin Strat Copy - Lefty
(New and Improved with Bill Lawrence 290/280 Pickups)
MIM Telecaster - Lefty
Fender Blues Deluxe Reissue
TS-9 with a few mods
Dunlop GCB-95 Wah
Thanks for the help guys.

I eventually decided just to fork over the 50 or so bucks for a Fender LSR roller nut.