I've built several systems from the ground up using NewEgg. They are very friendly, willing to help you if you have a problem with a product (I've had only 1 DOA out of the maybe 40 parts I've bought from them, and they fixed that issue quickly). the Shipping is a teeny tiny on the expensive side, but nothing to really complain about, especially since its really fast (I usually get my stuff in 2-3 days, rather than the usual 3-5 days). If I had to chose a place that is as reliable if not moreso that a physical retail location, it would be NewEgg, with something maybe like Microcenter trailing at the end of the dust cloud.
cheers, MB