Anyone else have trouble with aftermarket steering wheels?

I just threw on my Grant steering wheel and I thought everything went smoothly. Well, the first time i put it on everything was ok until i realized it was too tight to even move......Now I have the wheel on and I didnt tighten the steering wheel bolt as tight as I did before and now there is a tad of play in the shaft. My question is, as soon as I reinstalled the wheel, It felt horrible notchy and wouldnt return to the central position and whatnot. By the time I got home it was fine. So what exactly happened here? I didnt think that steering wheels had to be broken in? Im just scared its going to bind up on me in traffic or something.
 
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I haven't had any trouble with mine, but I do remember not being able to tighten it all the way. I don't have any notchyness or play in the shaft though. I have found that the Grant adapters work far better than the other brand that AutoZoo sells for Grant wheels.

Regardless, I'd be real concerned about that hitching up issue. Something can't be right if that's happening, I'd think.