I would recommend bamboo for your smaller needles. If you find them "slick", a touch of extra fine grit sandpaper takes care of it.
Folks not accustomed or new to dpns often find metal needles "too fast" - I found them so when I began using them. If you do end up going with metal dpns, invest in a crochet hook near the gauge you're knitting in, because you will be using it to retrieve stitches. A lot. For dpns over 3.75mm I'd lean towards birch or some other hardwood.
The main trick with the fine gauge bamboo needles is to treat them like you would a fine writing instrument (ie a calligraphy pen), and hold lightly. If you hold them like a steak knife and try to knit, they will snap. Bamboo dpns do have a decent amount of give though, so once you get a feel for their tension threshold, you should be fine.
It's a shame about your "on the go" needles - any chance you'll be able to get a refund on them? I'd complain to the manufacturer, too. They definitely didn't perform as advertised.