Yes, I had this problem also, and actually made a genius bar appointment to talk to a genius about it, on day 14 in case it needed to be exchanged. He tested my headphone jack with the earbuds and said he thought the headphone jack was fine. He did recommend however to purchase a different cable for plugging the iphone into the aux jack. In particular he recommended the Monster brand cable that they sell there in the Apple store (I had been using the Griffin brand cable.)
The Monster brand cable does seem to have a much better connection and fit, and I've had way less problems since then (although not completely problem-free, but 90% better). I don't usually recommend over-priced Monster cables, hehe, but this one is the same price as the others, they all seemed to be $20, and this one does seem to work better for whatever reason. One other thing I learned while playing around with the set-up, was that it seemed VERY very picky about what order things were done in, for example it worked much better if I plugged in the cable to the phone, then turned the mode of the car head unit to aux, then finally started the song. This is in contrast to the original iphone, where I could start the song, then plug in the cable and switch over the mode, and it would switch over from the iphone speaker to the car speakers mid-song without missing a beat. Not so with the 3G- much more picky about the cable being a tight fit and everything in order before play starts. Hope this helps.
