Brief note: I really appreciate this website. I've found over the years--both as a member and as a lurker, before I signed up, that there is so much knowledge in this community. I searched the site recently regarding chain skip.
Last year, just before cross season I replaced pretty much every part of my drive-train on my Cannondale cyclocross bike. The derailleur, the cassette, the chain and all related cables were all new. After last season, I washed everything thoroughly and put the bike away and began using the other bikes.
When I pulled my rig out a couple of weeks ago for a training ride, my chain began skipping horribly. I tried the usual things to solve the problem, but eventually came here and researched the issue and found what I thought were obvious fixes. I went through the gauntlet of fixes, but unfortunately, in the end, the chain continued to skip.
Then tonight, as I was lubing the chain (thinking I can live with the skipping for a season), I began to wipe off the excess oil on the chain when all of a sudden I feel an imperfection in the chain. I ran it around in the rag several more times, and sure enough, a chain link was bent. Even though it was a new chain, obviously at some point I smashed a portion of the chain and it became bent and essentially, caused all the problems.
So, to boil it down, no matter how new the components are, check every thing to try and solve the issue. And, don't discount obvious parts as being the culprit, simply because they're new.