I have no problems to report at all - frankly I am kind of stumped. I don't understand why.
I had to do a little tweaking to get photos loaded, that was it. I mostly use my icom (it is a bluetooth device that I use to stream sound to my hearing aids) so I can't really comment fairly on the proximity issues -though I have heard about them. Aside from that, I have used the phone against my head (like a normal person) and I have nothing bad to report - I do maybe press the phone against my face - but that has more to do with the hearing aids than anything else.
I had expected a lot of issues, well not really, but I had expected some issues - and they are just not there for me. Make no mistake, I am no fanboy. I get great battery life, I sync by plugging it in, I have my music, itunes and about 3 or 4 other sites of music - all sync flawlessly.
I guess I don't understand (yet) how come I occasionally lose my bluetooth and have to turn it back on, and some calls come in and I have a choice how to hear - instead of automatically being on blue tooth.
That's it.
The product just works - yes, it's quite vanilla, and I miss the customization, but I am happy with everything else, and for me the everything else was more important than the customization. Mine is a simple 16gb black iphone 4. Nothing special, no need to return it (everything works).
Maybe I got the one good one? I can't even replicate the deathgrip - and have never dropped a call (never dropped one on the Captivate either).
Both are super products, and when the captivate cleans things up (soon I hope) it will be a real contender.
I assume your friends have not jailbroken - I have not (don't plan to either), I have heard of issues with jailbroken phones. Have they visited the numerous iphone message boards for some advice?
Heck, if it's not working TAKE'EM BACK!