First rule of the sewing machine: If it isn't sewing right, rethread the machine. It is amazing how many times this solves your problem. Then try a different bobbin.
All the other ideas are great as well. I hesitate to mess with the bobbin tension especially if it was working well prior to changing to a new bobbin.
Also, check to make sure your bobbin was wound correctly. Sometimes the bobbin will be warped, the thread wound unevenly and causes warping, etc.