I first began to wear a tallit gadol when I was married, about a year ago. It was a full tallit, in plain white: not particularly feminine, but not too masculine either. I figured it wouldn't clash with any of my outfits.
I assumed that it would take a while to get used to wearing a tallit, but I didn't anticipate the degree of difficulty I'd have keeping it on. When I stood up, it slid off. When I sat down, it slid off again. What was particularly strange was that I'd learned how to put it on from my husband, and he didn't seem to have this problem.
Finally, I realized what the trouble was: my shoulders aren't broad enough. See, I'm a chick.
As the months went by, I seemed to be getting better at keeping it on (although when I was given hagbah or gelilah, I had to pretty much wrap it around my neck if I didn't want it to end up on the floor). Then summer rolled around, and suddenly I had major slippage problems again. It took another woman who wore a full tallit to explain that silk and satin blouses are particularly condisive to slippage. Unfortunately, all my dressy summer blouses but one are silk or satin. (I have four in total. I really need to go shopping.)
Today, I finally went to Brookline and bought myself a clip. It was the cheapest one they had, in a yellow metal, to match my rings. I hope it helps.
Update: The clip helped a lot :-)