Hi. I have had a Gold Nugget Pleco for over 6 months now, and he's just great. I love watching him, and I can understand your frustration at not being able to keep one in your tank. Off the top of my head, I can think of a few possibilities for your problem.
The first, which has already been mentioned, is that your LFS just gets bad plecos. I understand that plecos can be finicky when they are shipped, particularly if they have large changes in pH. Perhaps your LFS hasn't had them long enough to make sure they're healthy when they pass them on to you? You may have more success if you try a different store.
Also, definitely have some bogwood in there if you don't already.
Another issue, which was brought to my attention by the people at my LFS when I bought the Gold Nugget, is that you should spend a _long_ time acclimating this fish. Now, I don't know what type of pleco you're dealing with -- certainly some are more hardy than others -- but I was told to spend the better part of a day slowly adding tank water to my pleco's bag. (I eventually put him in my aquarium bucket when there was enough water -- they're not exactly big jumpers, plecos!) The reasoning behind this was to lessen the potential shock in pH as much as possible. I think I took about 8 hours to acclimate this fish -- my usual is 1-2 hours, tops.
The final suggestion I have (and you're not going to like this...) is that your pH may just be too high to keep a pleco. I don't know about all of the different types of plecos, but I do know that many, mine included, prefer a slightly acidic to acidic water. If you're trying to put a pleco that has been raised in an acidic environment into your 7.2 pH tank, it may never work. Try to do a little more research into the specific pleco you're dealing with (or post to the catfish board).
One thing I can suggest comes from a very cool hatchery/fish store near me. They breed most of their own stock and are really amazing, information-wise. In Pittsburgh, the water tends to run to the acidic pretty much everywhere. (In your area, perhaps it tends to run alkaline.) The guys at the hatchery suggest that, if you really want a fish that generally prefers a different pH, you should try to buy one that is locally bred/raised. That way, the pH the fish is used to will closely mirror your own pH and the fish is less likely to suffer a shock. (Obviously there are some fish this wouldn't work for, like cichlids.) This is great advice, although it might be difficult to find a pleco that fits the bill. Still, the longer the fish has "lived" locally, the better off you're likely to be.
I'm banking on this being a pH thing, and maybe I'm putting too much stock in that. But if I were you, I would start by calling the store where you bought the fish and asking for the pH that the store uses (or the pH from that tank, if necessary). If the pH is similar to your own, I would further ask how long they keep the plecos (do they quarentine them?) before they put them out for sale. If neither of these answers is cause for alarm, I might be tempted to try one more time and just acclimate the heck out of the new fish.
Good luck, and definitely read up on the specific pleco you're dealing with.
-- Pamela