I prefer to loosen my tension, and not use a very large stitch length for gathering. It usually creates prettier gathers and ruffles, IMO. It may depend upon your machine, but I loosen the tension to about 3 and use a stitch length of 3.0. If I am using a very lightweight or fine fabric, I may use an even smaller stitch length of 2.5.
Try to remember and pull the bobbin thread. You need to also try and always pull the same thread. If you pull the needle thread on one side of your garment, and the bobbin thread from the other side, the threads will lock. If the gathering threads will always be hidden within a seam, or if you plan on removing them, you might try using a different colored thread in your bobbin. It will make it a little easier to remember which thread to pull for gathering.