Hmm, seems like you're doing the right things. In general, acetaldehyde says to me that the fermentation is incomplete. You may wish to use yeast nutrients (I like the Wyeast brand, using the dosage recommendations on the package) to ensure a healthy start. You didn't mention if you are using different yeast strains. It could be that you are using some that produce higher levels of acetaldehyde (Budweiser yeast, anyone?). Maybe you should beechwood-age your beer
I don't like high sulfur levels in beer, so I try to avoid strains that produce a lot of that character.
According to Kunze, acetaldehyde is increased by: (1) rapid fermentation, (2) temperature increase during fermentation, (3) increased yeast dosage, (4) pressure application during primary fermentation, (5) too little wort aeration, and (6) infected wort. It is reduced by (1) all measures to promote vigorous secondary fermentation and maturation, (2) a warmer maturation stage, (3) sufficient wort aeration, and (4) increased yeast concentration in the maturation stage.
Assuming your temperature isn't getting too high, I'm guessing you might be overpitching and/or getting too quick a fermentation, based on these.
For a normal strength lager, I typically use a smackpack of Wyeast or make a 1L starter with a vial of White Labs. I don't go crazy on yeast, but I will often repitch from a normal batch if I'm making a stronger lager. I oxygenate and pitch with the yeast and wort at the same temperature. I ferment at about 50F, waiting until it seems pretty well done, then I rack to a keg and lower the temperature slowly until it gets to about 33-34F. Then I let it hang out for a long time. I'm more inclined to use the traditional German method of 1 week for every degree Plato of original extract (even though most German breweries only lager for 2-3 weeks nowadays). Then I fine with gelatin and rack to a serving keg. I almost never do a diacetyl rest, but I don't tend to pick strains that are big diacetyl producers. I do taste my beer before lagering, and only do a d-rest if it needs it. I'm kind of fond of WLP833, Wyeast 2124, and Wyeast 2206 for my lagers. Lagering at a very cold temperature for a long time and fining the keg do give me better results. Most off flavors in lagers I taste usually are from rushed processes, or insufficient yeast separation. Be sure not to crash your temperature too fast, because you want the yeast to continue to work during lagering. Temperature control helps because you can knock it down a couple degrees a day until it's where you want it.