Do some consistent arena work.
What I do is saddle and bridle up my horse with split reins (or a crop) if you are english.
When you get to the arena, ask for a walk. Don't do anything while she is walking, don't steer or ask for direction. You can actually just lay your reins down.
If she stops, start your series of cues from lightest to hardest, whatever they may be. For example, I lean forward, then squeeze, then click, then slap with the reins (or crop.) As soon as the gait is picked back up, just sit there. Again, don't give direction. Usually they stick around the exit. That's okay, but she must walk.
Repeat with the trot and canter.
The key is to not ask for direction, and use your series of cues everytime. Eventually, she will respond the the lightest cue.
It's always worked well for me.
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