This has been discussed many times and I could be cruel and tell you to do a search but instead I will give you some comments.
Make sure the spindle taper is nice and clean with no dried out coolant crud inside. Wipe it with an alcohol soaked rag to get coolant crud out and a varsol soaked rag to get out other crud.
Also make sure all the tool holders are nice and clean by wiping them with the alcohol/varsol rags.
Some people suggest using Scotchbrite to cleans things others say don't use this because it scratches things. We find it is not necessary to use anything violent if you just use different solvents.
After getting everything spotlessly clean lubricate everything with light oil.
If this doesn't solve the problem start keeping records. We have found some toolholders stick more than others and when these holders are used for tools that do a lot of heavy cutting they stick very badly. So we don't use them for that kind of work.
Sometimes we cannot avoid having tools stick when they are doing a lot of heavy cutting so we modify programs to put in dumby toolchanges before the tool has done enough work to stick.
On a couple of machines we installed air tanks downstream of the regulator to reduce the pressure drop when the tool changer operates, this gives a bit more force on the tool eject piston.