I've gone off the cheap plasticy ones (like you normally get with the better cigalike 3 piece jobs). I think they might be delrin, but I'm not sure.
They didn't bother me at first, but then I got some steel ones with better atomisers, and now the plasticy ones feel strange. I don't like banging my teeth on the steel, but it doesn't happen often if I'm careful.
I've just gone on a buying spree, getting some wood, ceramic, jade and acrylic, for taking out and about with me - where I'm less likely to pay attention to not banging my teeth. Let's face in, in the overall cost breakdown of this habit, there's not really any excuse for not trying all of them...