I hate it when some niggling little thing catches your attention and ruins the experience. I've never had any screen problems like you mention on my 650. I've had some ghosting, but that resolves itself with a page turn or two. I wonder if the bad pixels are in the same area of the screen for all the units you've tried? If so could it be a problem with the case or the enviroment around the reader when you use it or store it?
The way quality control and customer service should work---get someone to turn it on before shipping a replacement out to you. That probably won't happen but you should be able to work out an exchange with a Sony Store near you. Just turn it on first.