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@JimboJones
I had exactly the same problem and it is just a matter of trial and error til you get it right. It is tempting not to tighten too tight but then as you say, the wheel wobbles from side to side which is no good. However, if it is too tight you realise that the wheel doesn't turn which is v wrong.
how i found it best was to grease the whole thing up, install new bearings and clean the cups to start with. At least then you know that is not the problem.
then just put on the cones and locknuts but just so that the cones are snug but not tight and that when you attach the locknut make sure you aint tightening the cone.
finally when you install the wheel on the frame and are tightening the tracknuts, keep a spanner on the cone or locknut to stop that from tightening....it's fiddly but doable. Right at the end, if you are able to slightly loosen the locknut and cone by the barest of turns as this will cause the wheel to be even tighter to the frame and will mean that if the cones have been tightened too far they will loosen.
fingers crossed your wheel will be on, your chain tight, there will be no wobble and it won't be too tight. If the wheel doesn't wobble the ulimate test is just spinning the cranks and seeing if there is any resistance. if it just goes and goes it is good, if it slows down obviously due to some friction....take the wheel off and, start again.
I had this problem 4 months ago and havent touched my wheel since cos i got it right, my chain has gone slack and I keep putting off tightening it cos I know it is such a bitch to get right :-(