Define "play". All (non-angular contact) cartridge bearings have a small amount of runout, easily felt as play in an axle assembly that isn't installed in a bike. Once the QR/whatnot is tightened down properly, there should be barely any movement (none that would matter, anyway).

Also, don't take this as a critique of you, but how did you install the bearings? They are quite easy to damage, especially if you press on the inner race (or the outer, if it's being pressed onto an axle).

As for the grease: that's just the nature of small bearings. When they are new (or newly packed with grease), they are 'stiff', in a manner of speaking. Once the balls have plowed a path, internal resistance drops significantly. I've had no complaints with the basic bearings that Enduro offers, and typically go 6-12 months between repacking the grease. You can, of course, use whatever you want when it comes time.