For some reason I can't do intonation with a tuner - it never works for me...
I'm not sure whether it's cheap tuners, not sensitive enough or something. For example I don't trust the tuners in my PODXT and Vox Tonelab anyway - both are capable of saying each string's in tune, I start playing, it's horrible, and when I recheck they say it's still in tune! For ordinary tuning-up I use this little clip-on-the-headstock thing I got cheap a while back - perfect every time :D.
For setting the intonation, though, I've always done it by ear. When I have it to my satisfaction, I sometimes check it with a tuner, and then laugh at the tuner because it thinks I've got it wrong! :lol:
Something I learnt recently though - do you slacken the string off before moving the saddle? I knew you were meant to, but I never bothered, thinking it was too much hassle (I thought it was because you might break the string, and I never have). I had kinda the same problem as you - seemed a bit hit and miss as to whether "moving the saddle" actually did anything. Then I read that if you don't slacken the string first, the saddle doesn't really get a chance to move properly... it'll settle down later, sometime after you think you've set it!
What I do now is slacken the string, hold it off of the saddle, make my adjustment, tune back up and see what it sounds like -repeat as necessary. At first it seemed a bit of rigmarole, but actually, setting the intonation goes a lot faster now (and doesn't seem to be wrong again an hour or so later) :D