Are you certain that it’s the motor itself, actually jumping steps?  It certainly should not do so, if the current is properly dialed in. What I’d suggest is that you try to plot a few circles, and adjust the current while doing so.  You will likely see that with the current too high or too low that it will skip steps regularly, and that there’s a band in between where it works correctly. 

@ragstian:

That doesn’t sound a bit good. I’m not sure exactly what’s going on there– are you seeing major cogging, maybe due to having the current low and trying to overcome the inertia there?