There is a good chance the primers are not always set deep enough. I put my finished rounds in the plastic portion of a used factory ammo box with the primers up. This way they are easy to see 50 at a time and I can quickly run my finger over them to see if any are not seated deep enough. They should be a few thousands of an inch below the rim of the case. If the primers are flush with the case and not slightly recessed, the primer will get seated all the way when you try to fire them. Often they won't fire. Spending my time doing this quick check has allowed me to not get any failure to fire rounds.
One other thing is if you have a pistol with a reduced hammer spring, it is possible the primers you are using are too hard. I have one pistol with a lighter then normal hammer spring in it and any round using the hard CCI primers can give me problems including factory ammo with this pistol. I like using Winchester or Federal primers since they are a little softer to prevent any light strike problems.