Agreed that you should run in the bearings.

I used a pair of the cheapest taper roller bearings on eBay in my 4th axis/CNC lathe spindle that I posted about a few weeks ago. They're slightly bigger bearings and didn't get hot at all running at 3000rpm which was the fastest I ran it. The bearings were greased, however oil is better to reduce friction and therefore heat.

It might be that you simply got a particularly bad set of bearings. I've bought several of the size bearings you linked to on eBay for various projects and found that with some you could tell without mounting them that they felt less smooth. If I lay the bearings flat and give the outer race a spin the time is stays spinning for varies a lot. The SKF bearings I got cheap on eBay were definitely better.