If you return copy protected CDs, make sure you tell the store that's why you're returning it; the labels really, really, really are monitoring this stuff. Especially in America, where they anticipate the most dissatisfaction. Copy protection is much more common in Australia and Europe.
Quality - there are many, many ways of 'copy protecting' CDs; several are variations on the idea of introducing intentional 'errors' on the CD on the basis that the error correction on CD players will let them play the disc, but rippers - which attempt to make literally perfect copies - will hiccup. The various implementations are variously effective, but AFAIK none is completely un-rippable. Opinions differ on whether the 'errors' so introduced actually degrade audio quality (the people who push the schemes claim the 'errors' are designed in such a way that player error correction will give exactly the audio that was originally intended), I don't know if there's a definitive consensus one way or the other.
ripping - I *think* all protection schemes in the wild have been defeated to some extent, though the most recent CactusAudio scheme is apparently very hard. I have a copy of Lauryn Hill's MTV Unplugged 2.0 which comes on two CDs. The first one I can only rip in a certain version of EAC; the second one I can't rip in anything but cdparanoia under Linux. You have to be inventive sometimes. As someone has mentioned, the drive can make a difference, too - some schemes are defeated by oddball CD drives, like PCMCIA drives or old SCSI drives.