On cooking shows I always see cooks using ordinary pans without non-stick coatings, and nothing ever seems to stick to their pans. But when I try the same recipes at home, my food always sticks.
What can I do to prevent sticking?
It depends some on technique, and some on what you're cooking. And it depends on your definition of "sticking."
Foods that are high in protein (especially those low in fat) are more prone to sticking. So a really lean white fish, which is almost all protein, will want to stick. Likewise, egg whites can stick. To some extent, almost any food that doesn't have a generous amount of easy-rendering fat will want to stick, but higher protein is more sticky.
To counteract this tendency, you need to compensate by putting some kind of fat (usually butter or oil) into the pan in advance of the food. Most people seem to get the best result by preheating the dry pan some, then adding the oil, letting it get up to temperature, then adding the food.
That's the simple summary, but it can get you pretty far.
There's another thing you might run into as well--high-protein items that stick at first will release on their own if you let them cook long enough at reasonably high temperature. So if you throw a steak dry into a hot pan, it's going to stick at first, but as the Malliard reaction occurs (that nice brown crust we love), the steak will actually release from the pan (or mostly release) of its own accord--usually after 3 minutes or so at high heat. The same is true of most meats, but with delicate ones like fish you're probably better off providing more fat/oil than counting on an easy release as the proteins denature.
Finally, what's your definition of "sticking?" If your food literally sticks to the pan, then the technique I gave in paragraph 3 above should help you out. If you are able to move your food around, but find that little bits stick to the pan and turn brown, that's to be expected. That's called "fond" and most people try to retrieve those delicious browned bits by deglazing (putting in a liquid and stirring/scraping as it boils down) and making a pan sauce. And even if you don't want to make a pan sauce, you can clean those stuck brown bits off by putting just a little water in the pan and bringing it to a boil. Scrape the pan with a wooden spatula (or even a regular spatula if you're gentle) while the water's boiling and stuff should come right up.
Depending on the type of pan you're using, you may need to "season" it. If you've got a cast iron pan, even if it came "pre-seasoned", you probably need to improve the seasoning before it works as well as it can.
As discussed in other answers, food sticking isn't all bad. You don't want things to stick and burn, but without any sticking, there's not much browning that happens.
First, you can use a seasoned cast iron pan. In restaurants, the chefs always -- there are some exceptions -- start with a hot pan with hot oil before they add ingredients because this often prevents sticking.