Well, it's hard for me to believe K10D has better AF than k-x as I have used both. I am not a great fan of Pentax AF in general but IMHO k-x AF is far better than all the previous cameras including K10D.
I am not saying that I don't get missed shots - but that was true with my K10D and K100D too. In fact, it was nearly impossible to nail AF with previous camera where k-x really tries hard and even nails it many time. One thing I always do it to focus at long distance and then focus on subject and most of the time it works. Also, I have not seen any difference between Pentax or third party lenses as far as AF accuracy is concern. Here is a shot with with K-x with third party lens (Tamron 28-75mm )