In my case, specifically, was an outdated driver: I had one for Vista and recently changed to Windows 8 and I didn't get why the pressure was no more. Of course, a presure-less drawing is less appealing that one with pressure-generated lines.
I honestly dont know what I do work. I havegenius G Pen tablet and I downloaded Sai that does not recomend any instalation or whatsoever. I did everything...I tried to replug my tablet and reopen sai, i tried the pen pressure setting... I tried to reinstall my drivers multiple times and everytime I install it again it works but ONLY for a the first time I open sai and not the other times. I tried this on two computers and it always did the same thing. I am really desperate about this.