It's quite true, finding the right spot for your ear can be tricky. The key is to deliberately look for the opening on the phone. Once it's aligned with your ear you can hear it loud & clear.
I've got a lot of experience now, as I'm on my sixth Android phone, (yeah, I'm such an addict) and I still like the Captivate better than my current iPhone 4, my Droid X, Droid 2, Incredible, or EVO. The reasons are many, but mainly it's because it has the least significant faults. The best build quality, best display, best phone, great battery life under heavy web & email use. The size & slim flat profile & shape make it feel smaller than the rest without sacrificing screen size.