When your dog is escaping from your yard, they're usually doing it because they're not happy with their surroundings somehow. But, even if you try to solve all of the problems that they might have with their yard, they will still eventually try to escape because no one wants to be caged, not even people! So, you're always going to have to do some “dog-proofing” of your fence to make sure that they can't get out, even if you're convinced that they're happy with their home.
One thing that you can do is reduce their curiosity about what lies beyond the fence. Restricting their view of what's beyond the fence can help with this. If they can't see cars or people or other dogs beyond their yard, they're going to be much less inclined to try and escape to go see what they're all about. You can do this with chain link fencing by installing slats between the links.
Something else that you can do is remove items from the perimeter of the fence that they may try to use to climb over it. This includes things like garbage cans and anything else that they might be able to get a secure footing on to be able to climb with. This page has more tips on how you can deter them from escaping the yard: http://www.doggybakery.org/stop-dog-jumping-fence/
Fence tunnelers are a completely different thing. One of the only things that you can do to stop these is to install an L-shaped footer of wire along the bottom of the fence that they can't dig through.