I experienced this same problem right out of the box on my 15". Up arrow needs to be pressed very firmly to register a press. The down arrow occasionally has an issue, but not enough to be at the same level of annoyance for a programmer like me.
I was in at the Apple Store for my repair appointment today, where the tech immediately tried to explain it away (without even trying the button) as an intentional design decision. He compared it to caps lock, saying that there is an intentional delay between press and activation to prevent unintentional activation from an accidental press. I am aware of the caps lock delay, but on the arrow keys? These are keys I hit the most rapidly during coding sessions, and it does not make any sense that there would be a delay on them. I asked him why the left and right do not have a problem at all, and the down arrow only occasionally. He did not have an answer for that, but stuck to his original story. I told him that in 30 years of computer use, I have never seen arrow keys behave this way on any keyboard.
He eventually tried the key, but could not get it to behave the way I (and my wife, who was also present) could. He appeared to be a pretty heavy presser. He told me "you aren't even pressing the key", when I attempted to demo the problem to him.
In essence, he was telling me that I was wrong, then he told me I was wrong about him telling me I was wrong. Then he told me that he never bought "first-gen" products like this MacBook Pro for himself or a family member.
I can't explain to you how frustrating the experience was. Unfortunately, it is how I usually feel when I go in to the Genius Bar.
However, he say they would repair or replace the computer. Given that I am still within the return period, I believe I will return it. Perhaps I will exchange it for another.
Interesting, I tried four of the Pros in-store (three 13" and one 15"), and their up/down arrows behaved okay. So, I don't think that this is a problem on all Pros.
Hearing that someone here got a replacement that behaves the same makes me believe that it is a bit of a die roll when purchasing these things. I wouldn't like it if the next one behaves the same way.