I have a Savox 1258tg and a Reedy rt1508 servo. I use the Factory Team 25t aluminum servo horn for both srvos.
After coming off the track, I noticed the slop on the steering rack that was coming from my servo horn being loose and wobbling on the servo teeth. The servo screw is completely tightened before i go onto the track, but it keeps happening. Do I need to use the servo horn ring or washer, or what is the problem?

If youare using the clamping style, some times if its over tightened against the servo output spline, the aluminum steering arms can deform a little. This may be the case, but thats not 100% certain. you can always check, by removing the clamping screw, if it relaxes to the point that the gap is almost parallel on both sides, it probably has not been overtightened, if it does not relax much, then it has.

If its a regular bolt on one, it could be that the tolerances are off, or maybe a loose fit. I have that issue when i ran XP servos with Mugen arms, they seemed always loose. I went to Kyosho composites instead. Now I run Protek Clamping arms, and always keep 2 spares.

Is the servo screw still tight after you run it or it loose, leading to the loose horn? If the servo screw is coming loose, some thread-lock ought to help.

I use the regular horn, not a clamping. I'll unhook the servo and horn and check the fit again.
The servo screw is tight and then comes loose on the track. I will try some thread lock.
What size should a servo screw be? Maybe I need a slight bit longer screw, or will the thread lock fix it from coming loose?

Thanks!

The thread-lock ought to do the trick. I would think a 6-8mm M3 screw would be about the correct size.

Always use thread lock on any metal to metal parts

I am not that crazy about using lock-tite on a servo screw, just had a issue with a stripped screw and had to Dremel to get it loose, not very happy, so I went to the local hardware store and in their washer bins, I found what they called star washers, they have locking parts on both inside and outside with a 3mm inside hole, for me they work perfectly and yet to have them come loose, I also use them on my clutch bells when I have enough room for them.

You really shouldn't have that issue when using regular blue removable thread-lock on this size of screw, especially if using a socket head M3.

This is true, but on a button head screw which most servo's use, you have very little to grab ahold of, and when you put lock-tite on it it just makes it that much harder to remove out of the servo.

I put blue Loctite on all my servo screws. Just don't use red on anything for RCs.

When using the Blue lock-tite, no need to torque the screw down real hard. Harder to get out later. Just so it's snug and let the lock-tite do its job.

Not all servos have the same screw size. Some 2.5mm and some 3mm. Length is also important.

Most servos use button head screws? You can just replace a button head screw with a socket head screw.

Ah now you tell me, I make sure everything is snugged down, even so much to strip out motors over time, as that does make sense tho to not crank it down tight

I have personally never come across a servo spline that was threaded for M2.5. Either way, I know for a fact that Savox 1258TGs (which the OP listed) are threaded for M3 and I'm pretty sure that the Reedy RT1508 (the other servo the OP listed) is also threaded for M3.

I agree that screw length is also important. That's why I recommended 6-8mm as a starting point.