The only time I had a problem with newegg was with my very first order from them about 3-4 years ago.
I ordered a floppy drive and a couple other small things to test the water. The floppy drive was defective, and I when I sent them an email about it, "Robert" said he would send out a new one, no charge.
A few months went by, no sign of the drive ever. I stopped caring because I stopped using floppies at that point. I made a post about it here when someone had asked about bad newegg experiences and a few days later, I got a call from Newegg saying that I had a box full of goodies, a gift certificate and a replacement for the drive on the way to me. The rep also did some research to find out why "Robert" hadn't gotten the drive out, and found out that he quit or was fired or something the same day as I called. I don't know if it's true or not, but that's kinda moot point.
All in all, knowing that they actually peruse the forums to look for things like that and go out of their way to fix their errors has made me a customer for life. While price is always a concern, if the cost of the items is similar but a little higher on the 'egg, they get my business.
Since then, I've probably places a dozen or more orders with them and have not had a single problem.