Stuart, commercially produced threads are made in different fits, these are described as Class 1, 2, or 3. A Class 1 is a loose fit, like hardware store screws, bolts, and nuts. A Class 2 is tighter and is the most common fit used in most machining. A Class 3 is so tight that you may not be able to assemble threads with your fingers and have to use a tool (interference fit).
In tapping you are adjusting your fit by choosing an "H" number. An H number represents how much bigger the tap cuts over a design starting point known as "basic". Both internal and external threads use basic as a starting point.
When you look at your tap, it should show a designation on the side like "10-32 H3". The H means that the tap should cut basic plus 3 x .0005", or .0015" over basic. So, if you find H3 loose, the next choice to be tighter is H2. In 10-32 you should also be able to purchase an H1. An H0 would probably require having taps custom made.
It is very unlikely that a hardware store is going to offer you a choice of H limits, so you will need to shop with industrial distributors. MSC would offer you extensive choices, but you would need to start an account; McMaster-Carr would probably have what you need, and you don't need an account and there is no minimum order.
Hope this helps.
