I've been running a nutted axle on my rear wheel, since that's all I had access to, and didn't want to spend any money to upgrade to a QR axle.
I recently came into a wheel that's got a QR axle on it, but when I installed it, I found that no matter how tight I made the skewer, the wheel would still walk around in the dropouts. A friend of mine saw the new (QR) setup and asked if I was having tension issues, since whenever he tried to install QR's on horizontal dropouts, he had similar issues.
To be honest, I didn't notice the looseness until he pointed it out.
I'm back to nutted axles until I figure this out...
I looked around on Sheldon's site, but couldn't find specific enough info. I'm sure if it's anywhere, it's there, but does anyone know of a reason why QR skewers shouldn't tighten down sufficiently on horizontal dropouts? Why not?