If you are knitting in the round, your gauge is different than knitting from left to right.
To get a better feel for how things gauge up, do a sample of knitting using your DPN or Circs, or use your straight needles, but instead of turning the work at the end of each row, loosely carry the yarn across the back and start at the beginning again. Your sample will look odd, but your gauge will be more accurate.
We knit differently than we purl, and that's what can make a difference.
That said, I consider needle size a suggestion, not a mandate. Many times, I've needed to go up or down several sizes to get gauge. Gauge is what matters, not needle size.
Hope this helps!