I decided to check Hearthfire out and so far I've built the Lakeview one in Falkreath and the one in the Pale.

I appointed Uthgard the unbroken as steward in the Pale, thinking this would probably be my main house and she's fairly capable in a fight. However, I've been back there a few times and she's simply not there. I know the NPCs wander around over a fairly wide radius, but she's seriously nowhere in a pretty wide circle - like up to that nearby farm kind of distance. But she always reappears some time later, either after my character rests or returns to the house after being away. I can use the console to put her back, but that doesn't tell me where she's been.
What was stranger was when I turned up at Lakeview and found Gregor, the Pale housecarl (always left to just guard that house) marching in the front door of Lakeview and hanging around in there - and even had the nerve to ask my character if they were lost. When my character returned to the Pale a couple of days later he'd found his way back to where he should be.

I'm assuming this is some kind of bug and wondered if other people experience their staff going on walkabout.

I have read that others have had that issue with Gregor, but I never have. One character appointed him steward as well as him being housecarl, and he's always around. My current character has not had any issues either, thankfully! This is my third character, but only second using Hearthfire. I am on an original 360, but have no idea if that has made a difference or not. I just know I don't have many glitches that I read about here, but consider myself lucky! Not totally glitch free by any means, just not had the big ones. My very first character, pre-Hearthfire, I will probably never go back to, as that game got so glitchy it was no longer fun to play. Very odd. Gregor still sometimes asks me if I'm lost, but at least he stays where he's supposed to. My new steward I will have to watch, but he's been where he's supposed to be so far.

I have run into Gregor all over the place, at all hours. I hope he gets fixed before he's the victim of my character's werewolf rampages. Although maybe that's why he's also prone to midnight roaming...

I started doing 3 times the number of saves just before I bought the land in the Pale, just because I got so paranoid reading about all these problems. I was prepared to go back and reload before buying just to try to circumvent any issues that occurred, even though I had no major issues previously.

Merv, I have read on UESP that the hireling followers can be somewhat glitchy. I liked Uthgerd too, but I kept looking for a suitable non-hireling steward.

Uthgerd isn't a hireling, is she? She's one of the brawlers.. or do they count as hirelings too?

I'm certain that the wandering housecarl/steward issue is related to the beds.

Those of you with two double beds in one home might have noticed that your steward will no longer sleep. Your steward is meant to sleep in the northernmost single bed upstairs in the main hall and will do so provided your home only has one double bed present. For some reason, the addition of another double bed (which only the pc and his/her spouse should be using) screws up the steward's sleep assignment.

Your housecarl is meant to sleep in the southern bed. In fact, if you appoint your housecarl to be your steward while he's sleeping, he/she will promptly relocate to other the bed. Now, I'm not 100% certain on this, but I suspect that, if you own more than one Hearthfire home, your housecarl will be confused as to which house they're meant to be sleeping in, which would account for their disappearances as well as them turning up at the wrong home.

Only one of my wandering stewards ever ended up sleeping in another home, Ria was steward for Heljarchen Hall and ended up sleeping at Windstad where Vilkas was steward, she went to another house to sleep in a double bed when the same bed was vacant at Heljarchen Hall.

I have never had Vilkas sleep no matter where I put him or how many beds there are in the house. Gregor and most of the other wandering stewards go for a trip off to the meadery of a night, some are better at getting there than others. I notice the longer I play the better the game is getting at teleporting them back to the house while my character is there. But still of a night you usually see them hiking off to the Meadery. Gregor occasionally sleeps, at the house. Valdimar goes off wandering elsewhere and his pathing is not good enough to get him back to the house usually, he gets stuck on rocks and trees tend to trap him. I assume the game just eats him till he is needed again, then just teleports him to a regular path so he can put in an appearance pretending he has been guarding the house.

Most of my steward wandering problems seemed associated with Heljarchen Hall and I tried a few.
Aela
Ria
Vilkas
Agmaer
Lydia
Annekke Crag Jumper
Gregor (either as steward or housecarl)

No, she isn't, but I tried to avoid any that were reported as having functioning issues. Sorry 'bout that!