I just picked up my first 1/4 scale fig (Princess Leia) last weekend at a hobby shop nearby. Personally, I love this line and I have set my intentions on only buying from the original trilogy. Leia was all set up and didn't need to be put together. No smudge marks, scrapes, or anything like that. The cloth material might be a little wrinkled but other than that the PF figures are pretty well insulated in the cardboard that they are contained in.
The only PF that I've seen put together was a Grevious exclusive that was being put together a few weeks back at the same place. I asked the employee the same question you are asking. He said it wasn't a problem assembling the figure but put it together with caution as he didn't want the pieces to break if pushed into place too hard. Looking at the final product, as much as I'm not really into the prequels, Grevious looked fantastic!!
If you want to take a better look into some in depth reviews and pics check out:
www.mwctoys.com. Michael Crawford has some great reviews on those and he helped me make up my mind into making Leia my first purchase in the line. Good Luck.