It depends on the code and how you are using the controls. Rather than using events, you assign macros to the Forms versions (just right-click then choose 'Assign macro...') and you can change their properties via right-click, Format control. You can also assign the same macro to multiple controls and have it distinguish which control was clicked by referring to Activesheet.Shapes(Application.Caller)
The Forms versions are generally more stable as they have been part of Excel for longer.
As a matter of interest, is your worksheet zoomed to something other than 100%? That's a common cause of problems with ActiveX controls.