A week after your slaves have been released from jail, they start asking for better living conditions. Just give them (there are four check boxes: more food, pocket money, etc.) or increase their luxury through specific items.
Personal room give luxury points too, I think, depending on how much you have improved your mansion, but I'm not sure.
Also, a sexually satisfied slave will never leave you.
Oh, and fulfil those custom requests at the slave market, some of them are easy-peasy.