Baffled by front derailleur

If it's a new cable you have to pre-stretch it - put it all together too 'close', give the lever a strong pull - unless you have external cables which you can pull at right angles - and then relax the bolt and refit. The cable should never be 'slack'.

Have you checked the limit bolts?

go and have a cup of tea at your nearest LBS. Its worth a few quid to have them do it!

You didn't say if this is a problem that's come on gradually, or whether you've just fitted a new mech and are trying to set it up. That might tell us something.

Your reference to slack cable has been correctly picked up by others - there usually shouldn't really be any slack cable when the tension is released. The cable shouldn't be strained tight but there shouldn't be much play either.

When the cable is released by the lever, any barrel adjusters are screwed mostly in, the chain is on the inner ring and largest sprocket, the inner plate of the shifter cage should be a couple of millimetres away from the chain (just enough so it doesn't rattle against it). If the cage is further than that (i.e. nearer the seat tube) then you may need to dial in the Low setting 'stop' screw on the mech.

Once you're sure that the mech is in the right starting position - and that the cage is fairly parallel with the chain (they can get twisted around the seat tube) then loosen the pinch bolt and pull through any slack on the cable. This is best done by gripping and pulling with a pair of pliers. Firm pressure, doesn't need to be mega. While gripping the loose cable, give the lever a bit of a dab - do you feel it pulling directly? It might be that a kink or mucky cable sleeves are impeding the movement.

Tighten the pinch bolt again. Now the lever has to move the mech as you've taken out all the slack.

The other thing to check is the vertical position of the mech on the seat tube. When prompted by cable pull and the mech cage swings up and out towards the outer ring, it should only clear it by a couple of millimetres. Is that the case? And (even if you have to pull the cable manually) can the mech actually move enough to get the chain onto the chainring? It could also be that the High setting stop screw is too far in. But first things first - get that mech cage moving when the lever is pulled (i.e. get rid of the slack). 

When I struggled to set enough tension I used a wooden spoon as leverage.  So many uses for a wooden spoon....

Can you post some photos of the derailleur and its cabling?

I recall front mechs being labelled "top pull" and "bottom pull" to describe in which direction they need to be pulled in order to move the cage. Check the specification of yours and assess whether you have the cable oriented correctly.

Assuming you're already routing the cable correctly - and many front derailleurs have two routes that looks 'possible', so worth checking the manual - you need a second person.  Grab the end of the cable with pliers and pull it as tight as you can with both hands, then get the other person to tighten the bolt.

I seem to remember when I purchased my XTR front, which come to think of it may have been my only ever new front derailleur, it had a little orange plastic thingy in the parallelogram, which I then broke, and may still have in one of the boxes, but can guarantee that if I ever needed it I would never be able to find it.  I will probably find it when I finally sort everthing out (wry smile) and fail to recognise what it is.  There was also a sticker on the front plate that you could line up with the big ring.  I think they were both more for positioning  rather than tension.  I have used the 5 or 6mm allen key in the past, jammed in there, to help get it in the right place, sort of.

What you might want to do is wind the inner limit screw in a bit, get the tension right, and then back the limit screw off to perfection.

Mine came with a tool that clips into the derailleur to work out how how have to feed the cable through the clamp bolt.

Which model is it? Certain types have problems with the cable angle not providing enough leverage.
The limit screws may be too tight too. Check the mech is straight and hasn't been pushed inwards.
I usually Google for the setup instructions and follow them.

Not enough tension. You think there is enough but it is not and you need a lot more.

I replaced my 9 speed Sora with 5800 105 on my winter bike this morning. I couldn't get the front derailleur to play ball either so I did some searching on Youtube. I found a tip video that suggested raising the derailleur and putting a 6 mm allen key through the middle and then tightening the cable. D'you know what? It worked a treat!

Sounds like there isnt enough tension on the cable, wind the adjuster all the way in then loosen the mech's pinch bolt and pull the cable tight making sure the shifter is in small ring position  and retighten the bolt, use the adjuster to add more tension if needed

Some of the newer mechs (shimano 5800 105  need quite a bit of cable tension to work properly