I can confirm that the nibs appear to wear down quicker than one might expect them to on the Intuos4. I thought maybe it was just a manufacturing flaw or something, the first nib was noticeably worn after less than a week. I swapped them out to see, and the second one went as well (though a bit slower, I'm learning to use a much lighter touch now, heh).
I still haven't tried the other nibs yet.
 Ok, just tested them. the grey ones that are suppose to feel like pencil don't really seem any different to me. perhaps if I overlayed some paper over the tablet. The black one with the white tip is nice though - has a very smooth light feel to it while drawing, lots of control over the pressure.
I fell in love with the light grey soft one with the spring in the nib. it's very responsive. I'll have to see about tracking down those ones as replacement nibs, hopefully they're not TOO expensive
[edit again] I take back what I said about the felt tip. After leaving it in and working with it for awhile, I did notice a subtle difference, enough that I won't be going back to the standard nibs again unless i have to And the nibs themselves are decently priced. the felt ones are $5 for a 5pack, same price as the standard nibs. The Stroke nibs (with the springs) are about twice that.