I had this problem for the first several weeks after I got my new bike. After taking it back to the shop twice for adjustments, I took it to a closer LBS, and the owner took one look at it and said the derailleur was too high. I've only been out on it once since I got it fixed, but it's been perfect so far.

Park Tool has some info on this; scroll down for a photo of how close your derailleur should be to the chainring. It really can make a difference.

I have front-derailleur confidence again!