I guess I've been lucky with my Nook, coolbee, as I haven't experienced any issues like others have described. I'm in love with the little sucker, especially after I got it rooted. So I think it's worth it to exchange, and if that one has a problem as well, to keep exchanging until you get a "good" one. I don't think you'll have a problem finding one that works perfectly, though.
Good luck with whatever you decide to do!