The spongy laces I got with some Nikes came undone repeatedly. The string laces I have with my Asics are fine: once done up, they stay done up. It's not necessarily a question of how you tie the laces but whether they are of a type which tends to stay done up/tends to come undone.
If you have laces which come undone a lot, it's worth salvaging a different type from a discarded pair of older shoes, to see if they stay tied better.
I once superglued some laces in a race, to ensure they would stay tied. Needless to say, they did!