I've had mine for 3 weeks. I've found that you have to tap stuff 'straight on', or it doesn't always register. I don't mind as this also makes it harder to hit the wrong link when reading the paper. It hasn't been a problem for me, and I have been very happy with the phone and wp7 otherwise.
The screen seems slightly less sensitive than an iPhone to me but IMO that's not a bad thing as I like the feel much better than an iPhone. I think it's great and I don't have any issues with tapping on anything.
I think the smoothness and feel of the OS will more than make up for any perceived lack of sensitivity on your part. But if you don't want to take my word for it, go to a store and check it out. I think you'll like it.