my experiance with machined headers is
they are either way too tight or way too loose
square pegs do not fit round holes
and they are more expensive than the el cheapo spring loaded ones, and often times more shallow, so when you do get a wire shoved in one you may think "great that bugger is in there" but its in there like 1/8th of an inch and will pop out just as easily 
milage may vary, many people like them, after dealing with them at home, and at work its not worth the money to me