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What may be happening is your skin is too dry or your touch not firm enough to get the screen to register.
I do get the strange symptom of not being able to power off the screen sometimes. It seems something is lagging in the background and not allowing it to respond immediately.

There is some sort of background lag that affects all Galaxy S 2.1 phones. I have the same issue with not being able to power off the screen immediately on my Captivate as well. Also had it with my Vibrant.
On my Evo, on the other hand, it has zero lag issues and I can shut of screen anytime I want.
Maybe when we get 2.2 on the Epic these issues will go away... knock on wood.