Building a strong relationship with your customers is not easy. Being a good project manager helps a lot of course. Part of that involves learning from mistakes (and successes). Having a solid project team goes a long way too.
Some of the difficulty lies in the reality that every customer is different. Some may require a significant amount of hand holding, while others might be content just with regular status reports on the progress of their project.
But when it comes right down to it, all customers have the same core needs in a relationship, and strong customer relationships are made by meeting these needs.
Customers Need a Partner
Your customer wants to be able to count on you. The basics are simple, do you what you say you are going to do, in the time you say it will be done. If the schedule is going to slip, let the customer know as soon as possible. If an issue arises, tell them your plans for mitigating it and who is responsible for making that happen.
You won't always make deliveries as scheduled, and project plans seldom execute as first planned, but if the customer has faith that your best efforts are being made on their behalf, their confidence in you and your team will be maintained.
Customers Need Details
Part of the trust that customers extend to you is based on the understanding that you and your team are on top of their project. Being able to provide the customer with up to date information in the form of status reports, or even better, a customer portal they can access to check the progress on their projects or support tickets whenever they want.
Customers Need to be "Wowed"
You will have to do more than just meet the expectations of your customers, you should try to exceed them. Whether its pushing to deliver a project ahead of schedule (without sacrificing quality), delivering a larger than expected ROI with the finished project, or demonstrating markedly high levels of professionalism and competence in the execution of the project, by creating an incredibly positive experience for your customer will greatly improve the chances they will return to you for future initiatives.