Get a few nice sturdy Y-beam pegs (I have these:
http://www.cleats.co.uk/home/details.asp?id=8) and you'll be sorted pretty much anywhere regardless of how crap the rest of your pegs are.
I got some vargo ultralight titanium nails and they're a bit rubbish... real tendency to shear off at the stamped hole at the top end. Get the full-fat ones instead, they're pretty good.
My MSR Hubba Hubba came with some of MSR's own needle pegs... square section aluminium. They're good, but not perfect, and they're still bendable. Still beat the usual pegs though.
Between the nails and the y-pegs I'm basically sorted... even the paperclip-like mockeries that came with my laser comp are useful at holding the tent in shape when there are real pegs to hold it down.