In our organization there are several 1000Base-SX connections between Catalysts and Procurves (both SX Gigabit transceivers and mini-GBICs, both 4100GLs and 2524s, Catalyst 2950s and 35xxs), and there have been no problems with them.
Just make sure that the both ends of the fiber are using the same settings: auto or 1000full or whatever.