Originally Posted by andrewclaus

A trick to get the cable tension right is to manually shift the RD into the third highest gear, stop pedaling, and leave it there. Attach the cable hand tight, and pedal so it drops into high gear. That usually puts just the right amount of preload on the cable.

Other than that, the common fixes have been mentioned--slight misadjustment of limit screws, friction in the cable/housing, improper seating of a cable end, mismatch of components. Sometimes you get a crimped housing end that's hard to see.