Put the axle in at a downward (5-10 degrees) angle. This provides two benefits. The first is the only the inside edge of the wheel is in contact with the track. This seems to make the car go straighter with less wobble. The second benefit is that the wheel rides to the outside of the axle and doesn't come in contact with the body. This tip is for experts only. First timers have trouble getting this right. If you have to email me to ask about it, you shouldn't do it.
Axles must be in straight front to back. That is square to the body. True the axles, don't trust the slots! If you have one, use a drill press to ensure all axles are straight. One of the front and two of the back should be measured to be the same height.
After pressing in the axles, test the car for crooked wheels...roll it on the floor. If the wheels are on straight, the car should roll 8-10 feet in a fairly straight line. Should the car turn left or right, you need to tinker with the axle placement without removing them from the car body, until it rolls straight.
Do not put the axles in at the top of the groove. Put them in at the middle. This lifts the car off the track a bit more and reduces the chance of rubbing on the center strip.
Glue the axles in place. Nothing is worse than having the wheel fall off as you cross the finish line.
Once you match a wheel and axle together with graphite, keep them together. They wear into each other as a matched set.