Scribe, there are basically 2 types of pigments - chemical/dye and granulated (solids that have been very finely ground). When ever you use a granulated pigment, such as Ultramarine Blue, there is always the chance that they will separate to some degree. However, that is not always a bad thing as more than often they form very interesting patterns in the artwork. Many top artists use this characteristic to great advantage - specially when using rough paper.
A great tip is to get to know which of your colours are granulated and which are of the dye type.
A point to remember is that in cheap paints the solids have not been finely ground and will show up very quickly. In Quality paints the solids have been through the mill several times (hence the cost) and the result is that they do not settle out visibly as much.