First thing that comes to mind is acclimation procedures. Inverts can be very sensitive to quick changes in water chemistry. How do you introduce these critters to your tank? Drip acclimation over several hours can greatly increase chances of survival. Unfortunatley, sometimes they are already doomed to die based on how your LFS introduced them to their tank. It can take a few weeks in some instances for these animals to die at no fault to your own, but since they die in your tank, it looks like the problem is yours. Based on your other successes it's probably not the culprit, but copper can cause some real problems. Did you buy the tank new, or have you added any copper? Inverts are very sensitive to this. Also, listing tank parameters such as ph, trates, trites, ammonia, etc can be very helpful to some of our more chemically minded members. Sorry to answer your question with questions, but it may prove a good starting point.
Jeff