Setting up a kegging, leak free system takes some effort but will be bullet proof at the end.
1) Make sure that all lines are tight by checking them underwater (do not put your regulator in water)
2) If you have a manifold, check that underwater as well.
3) Use a leak detection fluid (water + saop, Star San + water, or a purchased leak tek fluid) on everything else that you cannot submerse in water to test. Use teflon tape.
I pressurized mine to 50 PSI, and checked it, took a couple of hours to get all the leaks taken care of, however it worth it knowing that your system isnt leaking.
Just a note, like others have said, be sure to check your kegs, at the lids and the posts for leaks as well.
No matter how much money you THINK you are saving by brewing beer, you are still just pissing money away