Digested DNA typically possesses a 5’ phosphate group that is required for ligation. In order to prevent self-ligation, the 5' phosphate can be dephosphorylated prior to ligation.
Which restriction enzymes are you using? In my experience if you use blunt end producing enzyme with a one that produces sticky ends, the chances of slef ligation can be reduced significantly. Have your tried that?? :)
Well if you do the dephosphorylation, then you probably dont need blunt ends producing enzyme (as they becomes blunt too). Here are a few things that I guess you already know:
1) Make sure that your vector is completely digested (by running on gel and selecting the digested vector band for elution, And dont confuse it with the un-cut vector)
2) If not fully digested, you can increase the digestion period (I usually use 2 hrs, even though the recommended time is 1hr, you can even try overnight)
3) Increase the concentration of your insert (product/gene) so that they can win the competition for ligation into the vector (as the vector ends and inserts are in a kind of competition, the one in more concentration is more likely to win).