My only really bad experience from an online store is with FuturePowerPC:
http://www.resellerratings.com/store/FuturePowerPC

I didn't read the resellerratings before purchasing from them. I kept waiting and waiting for my item to arrive, and eventually they just cancelled it. Good thing they never tried to charge my credit card.

For all my tech purchases, it's better just to stick with Newegg, even if the prices may be a little higher, and for everything else go with Amazon. If neither carry it, then spend a little bit of time doing research on smaller sites to see if it's worth chancing a credit card purchase.