I own a handful of SCX cars and run them on Scalextric track.
Initially the SCX cars were quite poor runners being very noisey and slow.
Best thing to do once you get them is open them up and oil all the rotating parts and remove the motor to run it in.
To run the motor in just attach it to a block or desk with some good tape and connect a battery to the contacts, I clip a 7.2v RC car battery to mine. Leave it running from the battery for about an hour but during running drop a bit of oil on the main shaft to keep it running smooth.
Once run in put it back into the chassis and it should be ready to go.
You can go further with them by getting some tooth paste (barcarbonate) or what I use Tamiya fine compund polish and apply this to the main spur gear and pinion and bench run it with this applied for about ten minutes. What this does is ground the spur and pinion into a better mesh improving performance but also making them quieter.
Also if you are intentending to run on Scaley track and powebase you might want to look at modifying the lights in the cars to prevent them blowing out.
Here is a helpful guide on how to "fix" them:
http://www.slotforum.com/forums/index.php?...page=SCX-Lights
The resistors can be brought from Ebay for next to nothing, I got a roll of 200 for under £4 and it only takes a couple of minutes to fit them.
Also here is a short video of my SCX Lancia Delta S4 after these improvements but minus the lighting fix.
Bare in mind it would not go round my track that quickly or consistantly before doing this.
Despite this my SCX cars will struggle to keep up with Scalextric ones speed wise but the SCX cars take corners better so it can make some interesting races.