Ok, 3 things may be going on:
1) your theads on the fittings may be damaged. Then they leak.
2) You are using the tape wrong. It should be pulled very tightly around the threads and go in so the tape it pulled tighter, not bunching up.
3) You aren't tightening the fittings enough. Did you may sure to use only Schedule 40 fittings? Some have longer thread areas allowing you to have more sealing.
I hope this helps.
There is a liquid teflon called plumber's joint compound. It used to be called Plumber's Dope, and the tape was Tape Dope. No foolin'!