It doesn't happen to me when I play 3D Land, but it does when I play Street Fighter IV (I get competitive and sweat a bit). To fix it, I usually just take a quick break, wash my hands with soap and give them a good dry. If you're really intense, have a shower and give your head a good shampoo, that's where most of the body grease comes from.
It's the mix of sweat and a bit of natural grease that causes it to slip. If you're really intense, wear a wristband (haven't tried that yet :D).
But personally, I adore the circlepad. Only controllers I find compete with it are the cube and the 360 controllers.