Perfectly setting up gears - how? Every time I have my bike serviced, the bike shop sets up the gears on a stand in their workshop. The gears change perfectly on the stand, but when the bike is on the road, the rear derailleur doesn't change smoothly, and some gears are jumped. 

I've fiddled with this myself, but can't improve over the default setup. Is it possible, or does this mean the Shimano gearsets are worn/the springs worn out on the rear derailleur?
The first rule is make sure the rear derailleur is adjusted correctly before adjusting the front derailleur.

There are three adjustments that you can do on the front derailleur:


Clamp Position
Low limit stop
High limit stop


Clamp Position

Here you can adjust the height of the derailleur, normally this is recommended as a 2mm clearance between the bottom of the outer cage and the teeth of the large chainring.



Picture from bicycletutor.com site

You can also adjust the rotational angle of the derailleur.



Picture from Parktool site

Limit stops

The Limit stops are for adjusting the inward and outward travel of the front derailleur. Limit stops are marked "L" for Low and "H" for High. The L-stop will stop the movement of the derailleur toward the smallest chainring. The H-stop will stop the movement of the derailleur toward the largest chainring.

There is a good guide on the Parktool site that gives a lot of detail on adjusting the front derailleur.