I had this problem for years and the thing that finally fixed it was getting rid of my bearing spacers. I tried several new sets of wheels, trucks, and bearings but my bearings would always back out. I always convinced myself to use the spacers since they came with Swiss bearings, but life is better without them
When you press in the bearing, make sure its properly seated/square. If you roll the wheel between ur thumb and pointer finger, you can easly feel if the bearings are unevenly seated, as the wheel will spin squarly. I know alot of skaters have 10 thumbs, so they dont do basic stuff like this correctly... Just a headsup
Yes I think both those two replies are on the money.
Cleaning the outside of the bearings seem to be the way to go, as well as checking the bearing is seated correctly, as per the spin between finger and thumb way.
I never use bearing presses, even though I know others swear by them. I usually put the board on the floor or ground on its side, just put two bearings on the axle, both shields down, push wheel down gently but firmly using both palms, turn some, push down, spin to make sure it is evenly on there, then turn over and repeat, check between finger and thumb if there is any doubt, but almost always they are good.
Had a few sets of wheels with uneven bearing seats, which are easy to see with this method, but I know some people don't even check and just try to skate the board with bearings only half pressed in quite often, which is so weird, but I guess that is just part of getting to know your setup, etc.