Well, I haven't had any problems buying online yet (knock on wood) and I have bought from a variety of companies like NewEgg, Directron, EB, Crucial, Just Deals, Consumer Depot, Dell...some of them I know do not have high ratings from Anandtechers.
Dell isn't always the quickest to ship but lately I have been getting some hella deals from them with promotions and coupon codes. With pricing like: $75 Adaptec 29160LP Ultra/160 SCSI controller, $128 18GB Ultra/160 10K RPM SCSI HDD, $115 Seagate 80GB 7200RPM HDD, $60 per peice 512MB Registered ECC SDRAM, it is hard for them not to be one of my favorites
With that said, I really only go to Dell if I know I can get a good deal. Companies like NewEgg and Crucial are usually the first checked because I know the service, pricing, and shipping will be good.