You feel it was cheaply made? I felt the same way. After waiting for two weeks I finally was at my local Apple store while they had just a few shuffles in. I quickly snagged one.
Got home and noticed there was a small chip in the top corner not to mention the slider on the back was loose and the click wheel was very loose. I tried to live with it but it was unacceptable after 24 hours of using it.
I called them up telling my local apple store the problem. They told me they would put me on the list. I said ok, well how long is that list. They replied with around 300 people. I said no no... listen I already did this waiting process, after talking with the guy for a few minutes he agreed once they came in again he would grab one and put my name on it. I said great and I gave him my information and that was it.
Five minutes later I get a call from the guy from the Apple store. To my pleasent surprise he told me they had ONE left on hold for someone who never showed up. I came in the next day and made a quick painless exchange even though the manager tried to get me for that 10% restocking fee (nice try) which didn't fly with me. It was very quickly handled and afterwards I figured I would just look around because I had a few minutes. I found they also just that day got the new Shuffle docks in, awesome! I purchased one and went on my way with my new shuffle, shuffle dock and Apple bag. 🙂
Once home I found the shuffle built perfectly comparing to the other one which I can now deffiently say was defective.
All in all I was a happy customer in the end of things. I am happy with Apple and the shuffle.
So what I'm saying is if you have a shuffle that you think is crap, return it! Get another one and see if that fixing it. 99% of the time it will. 🙂