Similar experience here:
I now use a Rohm keyless chuck (very similar to the one on eBay above) for small work - it is brilliant.
There is one issue though - it tightens (centrifugally?) as you spin it up, so you have to remember not to overdo it when locating the drill bit, otherwise it won't release at all easily, especially when larger bits are being used.
For a long time I thought I had bought a dud though: My Rohm is threaded, rather than Jacobs taper, and the thread on the MT2 adapter was bottoming inside the chuck, so the precision back of the chuck didn't meet the flange on the adapter. Eventually I took time to look at it, realised I had nothing to lose, and hacksawed about 3mm off the end ofthe MT2's thread. Problem solved.
I really like the Rohm, with one tiny niggle - it's hard to see where the jaws are sometimes and thus you can initially pinch a small drill bit between two of them, rather than all three. But that's minor.
The chuck that came with my Clarke has massive runout in comparison.
E.
PS: I'm with Jacob regarding keyed chucks - have always snugged up and tightened using all three holes. It's how I was taught to do it working in a light engineering factory - 3-jaw lathe chucks and Jacobs-style chucks both needing the same technique ( -ish), for similar reasons.