If single speed probably chain too slack or freewheel ratchet is slipping
If derailleur type gears then could be, in order of likelihood:
1. chain / sprockets worn - chain stretches and does not fit into gap between sprocket teeth correctly. Bike shop has a tool to check this (tool approx. 10 quid)
2. gears not adjusted - not difficult but u need to readup on it first. If in doubt try a little more cable tension by unscrewing cable adjuster on rear derailleur about half a turn anticlockwise
3. freewheel ratchet slipping - probably new freewheel or some good ones can be cleaned out which normally fixes it.
Should have started with - GIVE IT ALL A THOROUGH CLEAN, CLEAN OR REPLACE INNER CABLES, AND CHECK CHAIN STRETCH
Andrew D
October 2008