I have to say the single most important thing is the RMA repair replace process that Newegg does. They are not perfect, but they stick with you and try to ride the storm out to help get you to a good place. The reality is that other places are SOOOOOOOOOOO BAD!!! Most of the people I know are religious to them for that single thing. The other goodies like cheap price, good site design, and efficiency don't hurt either. ;D
RMA's at other companies USUALLY are a very painfull process. To use an analogy of a doctor doing surgery on a patient; With other companies the doctor operates on you without anestetic, he is a grade A malpracticing doctor, doesnt care about you, and you DIE on the table. Or in other words you usually get SCREWED along the RMA way and are SOL!
IMHO...