I respectfully disagree with the previous post. I have used and seen in use PEX on hundreds of jobs with no more problems than copper. I have seen copper where slightly acidic water ate it until it burst, not so with PEX. I have seen copper eaten up by concrete, not so with PEX. PEX has fewer fittings so there are fewer joints, leading to fewer failures. Also, if it freezes PEX can withstand some freezing, where copper splits open easily. When we have a copper pipe that freezes, we repair it by cutting out that section and replacing it with PEX, problem permanently solved. If you have problems with PEX, you have a faulty installation. Copper *****, too, when installed poorly.
PEX is easy and cheap. I usually fill it before covering it to test it. When I was a county inspector, every pipe in the supply, drain, waste and vent system was tested. If you don't test, you will have problems with ANY material. If freezing temperatures are expected, I charge it with air or nitrogen to test it. Then I leave it charged during construction in case a fastener damages it. I have seen fasteners go through PEX, but I have also seen fasteners go through copper. Copper creaks and moans, PEX is quiet. Copper sweats twice as much as PEX; sweating and dripping can lead to stains and mold growth.
I usually put a nail plate over it like I do with electrical wiring. If the pipe is within 1 3/8" of the finished wall surface, it gets a plate. As with any pipe of any material, if you shoot a nail or screw through it you have a problem.