Just bought a P 226 (my first handgun) which I love.  I have been having one minor problem however.  Occasionally slide does not remain open after firing last round, so I think I have another round in the chamber, pull trigger, gun goes click.  Seems to happen more frequently with one brand of ammunition than another.  Also only happens occasionally now that I've put a couple of hundred rounds through it.  Did gun just need to be broken in?

Check the position of your thumb.
Many times, your thumb will accidentally rest on the release lever and hold it down.

Other than that, it could be weak mag springs.

The guns do break in over the first 1000 rounds or so, but 99.99999999999% of the time, what you describe is your right thumb as said above.

Thanks for the prompt reply.  I do keep my thumb near the release lever, so I'll try to be more conscious of what I do and see if it helps.