Good question, and welcome CrazyRonny!
The front end slop is to me the biggest drawback to the Mini-Z platform, though once you accept it, and learn how the car drives it isn't too bad. I have tried both Kyosho and PN king pins, both metal and Delrin/Teflon, and the tightest fit for me has been the Delrin. And if going with a Wide front end the PN Alum Lower Arm is NICE! I also like the Kyosho carbon fiber front end braces. They make it a pain to change springs, but seems to tighten things up a bit. Good Bearings help too. You get a lot of slop in bearings at this scale. I like Avid Bearings and get the best performance on 3mm shaft front knuckles like PN Low Down Knuckles.
I'm about to try a PN Alu Tie Rod to see if they help any, but doing all of this tightens up things some, but there's still A LOT compared to larger scale RC I've been involved with. I have almost pulled the trigger on a PN AA Arm front end, and those who have them say they are pretty tight, but you still get the slop between the servo arm, tie rod, and knuckles, which is where most of the side to side slop is.
I'm no Engineer, so I have wondered if the slop is built in to calm down the twitchiness in the steering. Those with the 28th scale pan type cars can chime in weather or not the tight tolerances of those kits help or hurt with control.
As for the tracking left to right, yes they all seem to do it somewhat, though my PN 2.5W chassis seems to do it the least and only under very hard throttle input. You can dial out most of it with a CPU Radio. Speaking of Radios the best thing I have bought for my 4 Mini-z's is a Noble NB4! You can do so much with them, and they make you feel much more connected to the car!
PoorBoy has a lot of cars with many different frontends, and can tell you the plus and minuses of them. I really want the PN AA Arm front end for the ability to easily and quickly adjust it for different track layouts, but the cost has kept me from getting one, yet.
Hope this helps, Drew