USE A LOW-PROTEIN FLOUR. Cake flour has 6-9% protein content, which is the target range for tempura. Lower protein means less gluten, and less gluten means crispier tempura. If you don't have cake flour, you can use a combination of all-purpose flour and cornstarch or potato starch (my preference). Just substitute about 1/3 of the total weight of flour with whichever starch you decide to use.
MIX JUST BEFORE FRYING. As the batter sits, the proteins - glutenin and gliadin - in the flour bind together, forming gluten. This is desirable when making bread or pizza dough, but not for tempura. If the batter sits for too long after mixing, rather than light and airy the coating will be dense and chewy. Try to use the batter within 30 minutes of making it.
FRY IN SMALL BATCHES. A drop in temperature slows the cooking process and increases oil absorption, resulting in a less crispy or even soggy texture. The ideal range for frying tempura is 170°C-180°C. Frying in small batches helps keep the temperature constant.