I have some nice grey knit fabric that flatly refuses to gather. I've gotten it TO gather, I've sewn over the gathers, but regardless of the stitch I use, it refuses to stay put. It always comes undone by at least a few inches. I have a knit/jersey needle, I've gone over in straight, zig-zag, partial zig-zag (for knit fabrics), and otherwise annihilated the heck out of it. No matter what, the second I hold it up, it starts to sag out of place.
I've never had trouble gathering any other fabrics. My technique is to baste loose stitches across the top, pull on one of the threads, arrange the gathers, and sew them in place.
I'm trying to make a basic gathered skirt with adjustable buttons along it so I can adjust it as the pregnancy belly sees fit. (Sewing pun... teehee..