guess its a case by case thing: the rolled oats I buy look virtually the same as the ones I get from NB.
I've used quick oats a few times before I found Kris's notes (wit, oatmeal stout) and I seemed to get a better end result - but that could have been due to a number of other variables.
That said in the grand scheme of it, I don't find that oatmeal is all that big of a contributor to any beer aside from some of the 'oiliness' in the mouthfeel, so it probably doesn't make a whole heckuva a lot of difference so long as they aren't steel cut or instant.