Either your cones are coming loose, or the bearings are absolutely fried.
I had this same thing happen to me when I was first getting into bikes.
The hub was loose, I tightened it, I went for a ride, the hub was loose again.
I finally got up the nerve to take the hub apart (yeah, I was pretty n00b back then). The cones and cups were damaged unbelievably. And a stray bearing was well on its way to eating through the axle.
You've had the bike "serviced"... did they take the hub apart?
If the cones are coming loose, you need to lock them in tighter and make sure that you're adjusting correctly (just loose enough that there's no binding. A little play is okay).
In the case that the cups and cones are completely fried (at the rate that the wheel is coming loose, they would be completely fried), you need a new hub.