the terra cotta allows the soil to dry out pretty quickly. that might be the issue - especially with some of the variegated types. they're a bit more needy when it comes to soil moisture.
what i've started to do with all my plants is put them in plastic pots that have drain holes in them and then i put that pot in a nice glazed ceramic pot so that it looks nice.
drainage is pretty important for most plants. if i do put something straight into a ceramic planter i make sure to put something in the bottom of it for drainage - broken pieces of pots, stones, even those plastic packing peanuts.
when i buy a new plant, i usually transplant it right away into something bigger. i try not to disturb the roots too much and i feed it with a half-strength dose of food (i use peter's brand) every other watering for the first couple of months...that's always worked well for me