First mag through my PX4 compact worked great, but after that I couldn't get through a mag without at least 3 to 4 jams of some sort. Took it home, opened her up, and found that there was a ton of flashing left over from the molding process. A craft knife and some light sanding later, and she's been absolutely perfect since.
Before I bought the PX4, I bought a KelTec PF9 in hard chrome. Fit and finish looked great, so I was really excited to break her in at the range. Had problems with it on the first mag. Had failures to feed, fire, and eject. By the time I finally got to the 4th or so mag, the firing pin ejected out of the gun. Don't really know how that could've happened, but she's been sitting in the back of the safe ever since. I know a lot of people love these little things, but I guess I just unlucky.