Sometimes a good rousing is all the yeast needs to get going, but if that doesn't work check the following: -
1. Temperature (check the wort is between 18 and 22C for ales)
2. Sugar content (check the specific gravity - fermentation may be finished)
3. Nutrients (add 1/2 teaspoon of yeast nutrient)
4. Active yeast cells (add a fresh packet of yeast)
5. ONLY FOR FERMENTATIONS THAT WON'T START. In the initial phase of fermetation, the yeast needs oxygen (aerate the wort)
A further possibility is that the balance of sugars in the wort is wrong. A good wort will contain some unfermentable sugars (about 25%) but if the mash was not carried out correctly you can get a higher percentage of unfermentables, which causes an apparent stuck fermentation once all the fermentable sugar has been used up. This fault can also appear in commercial beer kits. The only solution here is to use either a specialist yeast or dry beer enzyme.
Good links:
The Dreaded Munton's Stick
What should I do if fermentation doesn't start (or sticks)?