With the CDJs if you press the CUE button while the track is PAUSED it will set a cue point at that exact spot. So you could pause the track near the start of the first beat, move the jog-wheel to get it right on the beat (as you would on a turntable) then press CUE and it will set a cue point at that spot. Once the cue-point is set, anytime whilst the track is playing you can press CUE and it will return instantly to that cue point you set.
By default the cue point will be the start of the track, so just follow the above to set the cue point on the first beat (or where-ever).
The way to think of it;
-Press CUE whilst the track is PAUSED to set a cue-point.
-Press CUE whilst the track is PLAYING to return to a set cue-point (or the start of the track if none have been set)
Takes a bit of getting used to at first (and can be frustrating), but quickly becomes second nature!
I'm speaking from experience of the CDJ900s but I'm pretty certain the cueing is the same on the 400s (and in fact the whole Pioneer range).
As for the bpm- the counters only give you a rough guide. For instance, on the 10% pitch resolution the bpm will go up/down in 0.05% increments. Therefore you if have the track set to 130bpm for example, you could feasibly move the pitch up & down a fair way before it changed to either 131 or 129bpm. For this reason, use the counter as a guide then fine tune the speed with your ears as you would do on a turntable. Oh, and I personally don't use the master tempo feature- it's designed to keep the pitch of the track the same while adjusting the speed, but I find that when it's engaged the players have a hard time staying at a fixed bpm (it seems to generate a slight 'wobble'). This obviously causes serious problems with mixing! Turn it off and there's no problem.
I hope some of that is of use!

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