+1 on not using the rubber rings on the end of the pins, they end up getting stuck at some point.
I gave Joe Marcon a working set of rear j-spec calipers and carriers for him to play with, and explained to him about why I removed the rings.
I think its just his fronts he has a problem with now.
The rust inside the caliper brackets that the pins go into, if you just keep greasing them, rather than cleaning them once in a while - the rusty bits and crap that is in there mixes in with the grease and starts to act like a grinding paste on the hole.
One of my calipers holes went from circular to oval, meaning that you could grab the caliper through the alloy wheel and it would wobble about. (it would knock going over bumps too, unless light braking was applied)
Other than not driving in the rain(lol), id certainly keep an eye on them.
For people running a TPMS like I was(eventually!), I was waiting until I was getting tyre temperatures that differ on the same axle to identify any binding, and then I would put on a spare set that I had cleaned earlier.
That way you can keep the car on the road, and spend time making the caliper nice and fresh, without rushing it and making a half arsed go of it.