Are you using a good quality thread? I bought some C&C Quilting Thread at WM and tried to use it. Terrible problems with skipping stitches. I had a new needle, machine was adjusted properly, etc; tried everything and nothing made it better. I finally changed to a different thread and it stitched perfectly!
So now my checklist before each quilting project:
Change the needle
Clean the machine
Check and adjust the tension
Quilt a "test" sandwich
If it's not working, re-thread the machine
If it's still not working, try different thread!