Dang peer pressure... I opened up Vader tonight. A very impressive specimen... with a head that falls off easy.

Super easy to pose. Great head sculpt. The chain is less annoying than my initial impression. Definitely not perfect. Definitely not the greatest Vader of all time. But really, really close. I'd agree with the 95% awesome, 5% annoying reviews.
I tried the boil-and-freeze trick on Vader. Dropped his head in a cup of boiling water and let it warm up. Pulled it out with a tongs, slapped it on the ball joint (with the cape tucked properly under the ball), and squished it together. Set it in the freezer for a bit. After the boil-and-freeze, his head is much less loose on the peg. Still comes off if you pull on it, but it takes effort to pull it off and doesn't just fall off with the slightest touch.
Seems like it is some sort of mold issue, where Vader's neck is widening out as it cools and affecting the fit. If the neck were a bit narrower or the ball head penetrated a bit deeper (#thatswhatshesaid), it'd be much more effective I think.
So, pre boil-and-freeze, 95% awesome. Post boil-and-freeze, 98% awesome - but still annoying that I had to monkey with it in the first place (especially for $10).